Off-the-shelf or customiseable analytical displays
If the analytical statistics are not captured during the process they are automatically saved into a SQL database configured by EMA. This means that current and historical data at both portfolio and asset level is available locally for the creation of reports as and when required.
The report viewer has over 40 in-built report designs to produce analytics that are typically useful for equity, bond or multi-asset portfolios, and for when examining a single fund or a range of funds. The reports may include tables of key portfolio level metrics, graphs to show trends over time or to facilitate comparisons or grids of data for detailed review or export to Excel.
Groups of reports may be associated as a report set to enable appropriate reporting for different types of mandate or at different frequencies.
The default set of single page reports includes, for example,
- Headline portfolio level statistics
- Tracking Error, Beta, 95% and 99% VaR and ES
- Summary attribution analyses
- Risk apportioned by Country, Sector, Credit etc
- Detailed asset level analyses
- Risk contribution by asset, exposure contributions by asset
- Correlation matrices
- Each portfolio asset mapped to each other
- The history of risk statistics at the portfolio or asset level
- Volatility, Tracking Error, Beta, VaR
- Comparisons between portfolios or over time
- Current portfolio risk vs 1 month ago
- What-if trading report
- See impact of shifting weights of selected assets or groups
The user can create report sets to show different groups of reports for different portfolios, or design their own reports with the ability to query the underlying data, perform calculations and display the data in a wide range of formats.
Both detailed report sets for internal use and simplified versions for client communication, with user branding, may be produced to get full value from the EMA analytics.