Portfolio risk management software

Investment risk management tools are integrated into the workflows of the Limina Investment Management System. A wide range of analytics and risk numbers are available not only as T+1 reports but also embedded in real-time into order-raising workflows and in the pre-trade compliance software.

You can reduce operational risk and enhance market risk visibility with portfolio analytics software as an integrated part of your investment operations platform.

Exposures

Net, Gross, Delta-adjusted and more.

Sensitivities

Greeks, CS01, DV01, Duration, Convexity and more.

Stress tests

Correlated shocks, historical scenarios and market shocks

Value-at-Risk (VaR)

VaR with flexible calculation settings

Best-in-class portfolio risk management software

Through our partnership with Axioma, you can leverage the sophisticated Axioma Risk solutions to assess portfolios. Capabilities include:

A suite of risk analytics tailored to meet portfolio and asset class-specific risk measurement needs
Flexible Factor Modelling:
- Full repricing with Historical and Monte Carlo simulations for risk measurement
- Axioma factor models available for risk decomposition across equities, fixed income (both interest and credit), commodities, macroeconomic factors
A sophisticated stress-testing framework

A turnkey investment risk management solution

Delivered as an embedded offering, Limina seamlessly feeds quality-controlled IBOR data into the Axioma solution - providing several key benefits that can otherwise be challenges for standalone solutions:

Confidence that the portfolio data used for risk is of high quality (correct, complete and timely)
Fewer vendor relationships to manage (supported by Limina)
Quick to get started since no additional integrations are needed

Read more about what Limina is doing to help asset managers overcome fragmented workflows.