Portfolio Solutions | Risk Solutions
Public pension fund, Sweden
bfinance Risk Solutions offers the opportunity to understand the size of possible risks, their origins and how these change over time. We help you to make more informed investment decisions and improve portfolio diversification. bfinance’s risk specialists operate as an extension of your team and are committed to providing actionable reporting, tailored to you, in a concise and board-ready format that evolves with your needs.
The methodology, based on published academic research, has been developed specifically to avoid the pitfalls of purely backward-looking risk analysis, and uses a common library of risk factors that are applied across all asset classes and entire portfolios.
At the heart of our risk solutions services is a proprietary framework developed by Dr. Toby Goodworth and published in the European Journal of Finance. The approach is based on top-down multi-factor time-series analysis in conjunction with covariance Monte Carlo simulation. Our monthly and quarterly reporting provides detailed portfolio risk analysis, scenario analysis, risk decomposition and customised alerts reflecting clients’ specific risk limits.
Helping you achieve your goals
How do we help?
Risk management aligned with your top-down view
Dissect all asset classes into common sources of risk
Avoid the pitfalls of a pure historic look-back risk analysis
Portfolio risk decomposition
Capital weight ≠ risk weight
Concise, board-ready reports that enable decision making