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Financial risk

With Stacc Escali solutions you can manage your investment portfolio in an efficient and prudent way, fulfilling all requirements for professional investors. You can analyse performance and risk measurement, as well as monitoring your investment strategy. Our solutions also calculate the solvency capital requirements in accordance with European regulations, and with full audit trail and drilldown possibilities. 

Detailed performance analysis

The system calculates returns in line with modern financial theory.  Return measurement and calculation are based on regulations for pension funds and insurance companies. Returns can be calculated by either time-weighted or modified Dietz methods.

Return compared to benchmarks is analysed based on benchmarks for individual asset classes or for the entire portfolio. User-defined benchmarks can also be built according to the company's allocation strategy or based on a combination of underlying indices. This allows easy tracking, analysis and reporting of the relative returns.

Attribution analysis can pinpoint returns in excess of benchmark and whether such excess returns are triggered by allocation, selection or interaction between the various asset classes. The system also calculates risk measures such as standard deviation, CAPM beta, information ratio, Sharpe Ratio, Tracking Error etc.
The system has the following features:
  • Strategy Monitoring
  • Risk Measures
  • Benchmarking incl. User-Defined
  • Attribution Analysis
  • Stresstesting icl. Scr Calculations
Investment strategy monitoring
Our risk management tool monitors and reports the degree to which allocation and other business strategy requirements are met. Groupings based on asset class, region, rating etc can be easily defined, given a strategic weight, maximum and minimum limits and associated benchmarks.
Stresstesting and SCR calculations
The system includes functionality to carry out market risk stress tests on the company's investment portfolio. In addition, data for counterparty risk calculations is extracted and bank deposits and derivative exposures are aggregated.
If the company is exposed to derivatives, either directly or via funds, then the system calculates their impact on the different elements of market risks and provides an overview of their risk-reducing effect which is allowed for in the calculation of counterparty risk.
It is possible to import fund content and calculate market risk based on full fund look-through. The stress test model in Escali Financials gives you access to results on an individual security level for funds.

A user-friendly solution  

The interface is intuitive, and the menus are tailored for your requirements and needs. The system is easy to understand and learn. Fully integrated with MS Office, you can easily export or link data to Excel or Power BI. The SQL database technology makes it easy to integrate with a Data Warehouse or BI-Solution. No installations are needed. The system is delivered in the cloud, as Software-as-a-Service (SaaS) and support is included. 

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