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Portfolio Risk

S&P Capital IQs Portfolio Risk solution offers next generation risk and scenario
analytics to traders, portfolio and risk managers for pricing, hedging and capital
management of multi-asset class portfolios.




Industry Leading Portfolio Analytics Supported
by an Expert Financial Engineering Team
S&P Capital IQ delivers sophisticated portfolio analytics with comprehensive market and fundamental
data. Portfolio and risk managers derive immediate value by embedding real-time analytics into their
day-to-day decision-making. Our Portfolio Risk solution is supported by a dedicated financial engineer-
ing team, which has deep industry knowledge and practical experience integrating advanced pricing
and risk measurement methodologies into complex investment processes.
Real-time Calculations
Designed to address the needs of the most sophisticated portfolio and risk managers, this
S&P Capital IQ solution uniquely combines best-in-class instrument pricing, portfolio analytics,
scenario analysis and stress-testing capabilities with a rich dashboarding capability in a single platform.
Custom-configured, shareable dashboards facilitate communication and collaboration around
risk and investment strategies. Full transparency into the underlying methodologies and on-the-fly
calculations ensure risk metrics can be analyzed and any errors or changes addressed immediately,
eliminating delays and frustrating resubmissions.
Interactive and Fully Transparent Reporting
Easy to set up and alter as needs arise, the interactive dashboards and reporting capabilities enable
end users to produce highly effective reports and analysis specifically designed to facilitate ad hoc
risk calculations, leveraging aggregation, filtering and sorting capabilities to provide exactly the right
perspective. Users can easily drill-down on each dashboard component and even create dependencies
across the individual widgets that comprise each view. All calculations can either be scheduled or run on
demand as needed. The resulting dashboards can be shared, printed or exported to facilitate collabora-
tion across the firm.
S&P CAPITAL IQ PORTFOLIO RISK
User-defined content, real-time
calculations and full drill down
deliver unprecedented granularity
and transparency.
Intuitive Workflow Supporting Intra-Day Decisions
S&P Capital IQs Portfolio Risk solution organizes risk management activities into visual risk spaces
and centralizes pre- and post-trade analyses simply and easily in one place. The automatic capture and
storing of all of the modeling assumptions and risk factor information through time, provides a sound
and auditable platform to support risk analyses across the firm. End users can recreate past analyses,
even easily changing individual assumptions to see how results might vary. They can run and re-run
scenarios or valuations using an as of date that simulates the results as if they had been run on a
prior date.
Easy Integration with Market and Reference Data
S&P Capital IQ delivers risk and portfolio analytics with fully integrated data sources, either through
the use of the industry-leading S&P Capital IQ desktop or by delivering standard interfaces to thirdparty
and in-house data sources. Access to data need no longer interfere with a firms ability to produce
timely and accurate risk analyses. For those firms that require ultimate flexibility, individual end users
can customize IR curves and volatility surfaces so that their pricing and portfolio analyses are reflective
of the way they see the market.
S&P CAPITAL IQ PORTFOLIO RISK
Scenario Studio is a powerful tool
that allows for very granular level
shocks to be applied for precision
what-if analyses.
Copyright 2013 by Standard & Poors Financial Services LLC (S&P), a part of McGraw Hill Financial, Inc. All rights reserved.
This material was prepared by S&P Capital IQ. This group is analytically and editorially independent from any other analytical group at
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S&P CAPITAL IQ PORTFOLIO RISK
About S&P Capital IQ
S&P Capital IQ, a brand of the McGraw-Hill Companies (NYSE:MHP), is a leading provider of multiasset
class data, research and analytics to institutional investors, investment advisors and wealth managers
around the world. We provide a broad suite of capabilities designed to help track performance, generate
alpha, identify new trading and investment ideas, and perform risk analysis and mitigation strategies.
Through leading desktop solutions such as Capital IQ, Global Credit Portal and MarketScope Advisor;
enterprise solutions such as S&P Securities Evaluations, Global Data Solutions, and Compustat; and
research offerings including Leveraged Commentary & Data, Global Market Intelligence, and company
and fund research, S&P Capital IQ sharpens financial intelligence into the wisdom todays investors need.
For more information, visit www.spcapitaliq.com.
State-of-the-Art Analytics
S&P CapitaL IQs Portfolio Risk provides
advanced analytics such as:
Bucketed duration and exposure (IR01,
CR01, DV01, jump-to-default)
Greeks
Advanced FX analysis
Gross Capital-at-Risk
Net Capital-at-Risk
Value at Risk
Leverage
Carry ($ or %)
Yield Carry ($ or %)
Levered and Unlevered Yields
Product Coverage
Broad Asset Class Coverage, including:
Cash Fixed Income (Treasuries,
Corporates, Munis, Callables, Loans,
Convertibles)
Equities (Stocks, Preferred, ADRs)
Interest Rate, Foreign Exchange and
Equity Derivatives
Credit Derivatives (CDS, LCDS, nth to
default basket)
Credit Indices
Structured Finance (ABS, MBS, RMBS,
etc.)
Cash CDOs (CLOs, RMBS CDOs, multi-
sector CDOs)
Synthetic CDOs (Synthetic CDO tranches,
Bespoke CDOs)