Wealth Managers

A total and tailored solution

Excerpt’s ability to analyse portfolios that are a mix of funds, ETFs, stocks, bonds and derivatives is essential for wealth managers seeking to gain a holistic view of client risk exposures.

Wealth Managers often put together ETFs or UCITS in a bespoke portfolio to create a Fund of Fund or multi manager effect. As the underlying composition of each of these funds in a Fund of Fund portfolio is not usually freely available this is seen as an insurmountable problem when it comes to modelling the aggregate risk. Not with EMA. Because of the statistical analysis approach of our model we can model assets without necessarily knowing the underlying composition of that fund. This can be done by importing the weekly price series of the asset over the last 50-160 weeks, depending on availability, into the system. This way we can produce reasonably accurate predictions of ex ante risk analytics and an analysis of the risk attribution.

The facility to design custom reports, with the freedom to use own branding on the output, helps with client communication where a brief and straightforward report is required.

The capacity of the EMA system to compare client portfolios against a model portfolio, either at the asset level, portfolio characteristic level or by means of a correlation matrix ensures that individual allocations can be monitored to remain consistent with agreed models.