Our Risk Reporting Process
As a solutions-based advisory, we have broken down our Risk Reporting offering to what we believe to be the key components associated with risk management, which we can mix and match to customize to the news of specific clients:
Data Capture
- Source investment information from within the operating architecture of its clients.
- “Normalize” the data set such that, information is mapped and retained to a uniform format.
Data Enrichment
- Inject all pertinent economic information needed for risk processing into each position.
Analytics & Reporting
- Customize the descriptive and predictive analytics that will drive the risk evaluation process.
The output is designed to be intuitive and useful by capturing the interaction between exposure, performance, and associated performance dispersion. General Risk Advisors, LLC views the reports as Risk Based Financial Statement Analysis, as a great deal of what we believe represents the use of risk and analysis intersects the Risk Income Statement and the Risk Balance Sheet.
Changing market and risk management conditions requires on-going active risk monitoring. The General Risk Advisors, LLC reporting suite enables the assessment of risk in historical performance, the current portfolio, and future market conditions.
Reporting Suite
Portfolio Income Statement
- PnL Analysis
- Volatility Analysis
Portfolio Income Statement Reporting Examples
- PnL Analysis
- Volatility Analysis
Balance Sheet
- Exposure Summary
- Liquidity Analysis
- Value at Risk & Stress Testing
- Factor Sensitivities Analysis
Balance Sheet Reporting Examples
- Exposure Summary
- Liquidity Analysis
Predictive Analytics
- Factor Analysis
- Value at Risk & Options Analysis & Stress Testing
- Concentrations of Exposures
Predictive Analytics Reporting Examples
- Value at Risk (VaR) Report
- Options Analysis & Stress Testing
