Buy Side Risk Management Solution

Empower and elevate your risk team to drive value with lightning-fast, on-demand analytics that scale and evolve with your firm.

Whether you are assessing pre-trade risk, challenging investment decisions, or enhancing risk architecture, our solution underpins your investment risk workflow.

From market risk through to liquidity and climate risk, the Buy Side Risk Management Solution is a comprehensive, integrated portfolio risk management platform that can help you:

• Calculate Value at Risk (VaR) and expected shortfall using historical or Monte Carlo simulation for assessing market risk
• Determine mandatory risk measures per SEC 18F-4, UCITS, CPO-PQR, FORM-PF and AIFMD rules
• Access decision support tools like stress testing and pre-trade what-if scenarios, to optimise your portfolio

Our liquidity analytics solution constructs detailed volume–time–cost liquidation surfaces by leveraging real-time market quotes, including bid/ask spreads, trade ranges, and quote volumes. These surfaces are calibrated at the issuer or sector/rating level to provide accurate estimates of how long and at what cost assets can be liquidated, whether at the individual holding level or across an entire portfolio.

The model supports user-defined constraints on time or cost, enabling the development of optimal, scenario-specific liquidation strategies. Users can apply execution strategies such as waterfall or pro-rata to better reflect market behaviour. Liquidity outputs are aggregated in compliance with key regulatory frameworks while also supporting customized aggregation to meet firm-specific requirements. Fully integrated alongside our Market Risk solution in our interactive UI that allows for on-demand, bespoke reporting. 

Bring climate risk factors into risk management frameworks with a fully integrated portfolio climate risk solution incorporating both transition and physical risk factors.

• Leverage S&P Global’s market leading sustainability data to incorporate physical risk and transition risk into a portfolio climate risk model.
• Capture transition risk which estimates the projected carbon cost on the earnings of an issuer with S&P Global’s Carbon Earnings at Risk dataset.
• Incorporate the impact of extreme weather events on physical assets as well as the potential business disruption of an issuer with the Physical Risk dataset from S&P Global Sustainable1.
• Calculate Portfolio Climate VaR and Climate Stress Scenarios to get a bottom-up and top-down view of the P&L impact from climate risk factors
• Analyse portfolio climate risk on both a security level and aggregated portfolio level