GlobeOp Expands Hedge Fund Risk Services

May 12 2009 | 1:29pm ET

Technology specialist GlobeOp Financial Services has extended its proprietary risk services, metrics and reports to provide more in-depth portfolio risk data to hedge fund and risk managers, investors, and managed account holders.

“Independent verification, timeliness, scale and customization are now the key risk reporting drivers for front office fund managers and investors alike,” said Tony Glickman, global head of GlobeOp Risk Services. “Increasingly, both fund managers and their investors are demanding that risk reports be produced from the same independently-reconciled trade and position data the administrator uses to calculate the fund’s net asset value (NAV). These latest risk products and metrics increase a managers’ ability to independently confirm to investors that agreed investment style, risk profiles and limits are being adhered to, without revealing strategic trades or opportunities. ”

Extended product coverage spans a wide variety of complex instruments, including caps and floors on constant maturity, commodity, Fed funds, inflation and total return swaps; and options on single-name and index credit default swaps.

Risk analytics have also been significantly expanded. GoRisk Report's Value-at-Risk (VaR) analytics now include the calculation and reporting of conditional, incremental and marginal VaR, using both historical and Monte Carlo simulation. Clients can report worst loss and expected shortfall measures for incremental VaR, and risk factor-based conditional and marginal VaR. Marginal and conditional VaR measures for volatility risk factors are also available.

GlobeOp serves more than 180 clients worldwide, representing $91 billion in assets under administration.


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