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  • In-depth risk analysis and risk management

    Neon’s Risk Measurement and Risk Attribution insights give managers the data they need to make informed, timely and effective decisions. By quickly pinpointing the areas of risk within each portfolio, managers gain complete control of the risk management process, are able to prioritise remedial actions and to schedule investor communications accordingly.

     

    Institutional-grade risk engine

    Neon incorporates Raise Partner (Raise) quantitative risk analytics. Raise has been used for over 15 years by large and demanding financial institutions, including pension funds, major UK hedge funds and global investment banks.

    One of France’s best-known private banks uses Raise to provide risk analytics and optimisation for its UHNW clients across the bank’s European and Asian network. Germany’s leading online broker depends on Raise to generate risk analytics and to enable one million of its self-directed clients to manage the risks in their investment portfolios.

    Identifying sources of risk/return

    Current risk level of the portfolio, compared to Target risk level and Benchmark risk level, where risk can be defined as any/all of the following measures:

    • Volatility

    • VaR

    • Conditional VaR (Expected Shortfall)

    • Max Drawdown

    • Tracking Error

    Expected risk/return analysis, and contribution to the portfolio’s risk/return are available for each position in the portfolio.

    Outlier checks can also be enabled on the other measures generated for each portfolio:

    • Expected Return

    • Diversi cation

    • Sharpe Ratio

    • Kurtosis & Skewness

    • Correlation

    • Kernel VaR


    One dashboard—the complete picture...

    1.

    Overview of compliance health across the entire firm. Sees compliance issues by type, age, severity; focuses on what’s important. Simple drill down to full digital audit trail for each and every issue to determine appropriate course of action.

    2.

    Shows which managers are most/least effective at resolving issues. Views trends in the number of breaches and average resolution time frames – by manager, office, region or other criteria. Highlights which managers are improving their management of compliance issues.

    3. 

    Comparison of risk and expected return distribution of portfolios for investment managers across the firm

    JHC Neon iPad2-withnumbersv2

    JHC Neon iMac-withnumbersv2
    1.

    Interactive view of the risk within a client's portfolio against the agreed risk mandate and benchmark(s); scans for – and tracks – outliers.

    2.

    Rich portfolio analytics and measures for the portfolio compared to benchmark(s).

    3. 

    Shows which segments of the portfolio account for the most and least risk compared to the benchmark(s). Drill down by sector and individual asset.

    4.

    Risk sensitivity – shows key asset positions that will alter the portfolio's risk

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