Getting the answers you need
All portfolios, all managers and all clients are different. No single set of reports will meet all requirements. The EMA System addresses these various needs by calculating and generating, by default, a large number of asset and portfolio level risk statistics.
Clients can use EMA’s API to pass the array of risk data into their own data depository. Alternatively, the EMA system will store all the numbers in a SQL database so that a full history of multi-faceted risk analytics are available at all times. To access the data in the SQL database EMA supplies a customisable reporting system that can be used to generate single or multi-fund reports at a given point in time or to show a history of a chosen statistic over time. This reporting tool has a large set of built-in report styles but also allows for the design and configuration of user-defined reports. It should be possible to create reports that meet any set of internal or external reporting requirements.
In the set up of the analysis of a given portfolio the EMA system allows users to define many of the metrics that will appear in the output reports. For example, the categories in which assets are classified – country, sector etc – can be tailored to specific requirements. The style factors to be used in macro risk attribution which analyses assets based on their behaviour can be chosen by type of portfolio or a specific set can be selected for a portfolio. Multiple default and user-defined stress scenarios can be tested. User-defined calculations can be specified and generated from the underlying statistics.
Another option is to generate an Excel workbook which contains a user selected set of reports. The design of this workbook can be customised and derived calculation set up. It creates a portable and accessible data document in an environment familiar to fund managers.