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StatPro

StatPro

Website: www.statpro.com

About the company

StatPro is a global provider of award winning portfolio analytics solutions for the investment community. The Group’s cloud-based platform provides vital analysis of portfolio performance, attribution, risk and compliance. This multi-asset class analytics platform helps StatPro’s clients increase assets under management, improve client service, meet tough regulations and reduce costs.

The Group’s integrated and global data coverage includes over 3.2 million securities such as equities, bonds, mutual funds, FX rates, futures, options, OTCs, sector classifications and much else besides. StatPro also covers most families of benchmarks including MSCI, FTSE, Russell, NASDAQ and the open source Freedom Index.

StatPro has grown its annualised recurring revenue from less than £1 million in 1999 to around £32 million today (including Investor Analytics on a pro forma basis). The Group has operations in Europe, North America, South Africa, Asia and Australia, with hundreds of clients in 38 countries around the world. Approximately 80% of recurring revenues are generated outside the UK. StatPro Group plc shares are listed on AIM.

 


Products and services

StatPro Revolution is a powerful and complete multi-asset class portfolio analytics service. Our unique value proposition is that with full control, you can easily provide access to portfolio analysis to as many users as you want for no extra cost. StatPro Revolution brings sophisticated performance and risk analytics together, along with comprehensive market data coverage, into a powerful, cloud-based platform. Building upon expertise and methodologies developed during years of creating award winning risk measurement products, StatPro Revolution enables client’s to demonstrate their ability to manage risk across multiple asset classes. StatPro Revolution provides fast and flexible risk reporting with extended asset class coverage to enable a more transparent illustration of risk exposure and value at risk. Powered by the cloud and a stateless API ensures unmatched computational performance. The multi-asset class risk model covers hundreds of pricing functions, ranging from plain vanilla instruments to exotic derivatives. Our multi-model risk analytics cover the following:
• Historical Simulation VaR with full re-pricing.
• Monte Carlo Risk
• Variance Covariance (Parametric) VaR
• Expected Shortfall (Conditional VaR)
• Marginal, Incremental VaR
• Risk Factor Decomposition
• Risk in the Past
• Factor-based Analytics
i. Fundamental and Market-based Factors
ii. Stepwise Regression to identify Intended and Unintended Correlations
iii. Betas, Correlations, Beta Adjusted Volatilities and Risk
iv. On the fly Historical Scenarios
v. On the fly Market Stresses
vi. Portfolio Allocation Stresses
• Regulatory and Industry Reporting, such as Open Protocol, 2a7 Stress Testing, UCITS, AIFMD, Form PF
• Investor, Board and Investment Committee Reporting
• Data Extracts to support Data Warehouses and Big Data Initiatives


Contact details

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