Valuation and Risk
Enfusion’s risk management and valuation software helps hedge funds and asset managers cohesively combine portfolio management, order management, order execution, risk management and a general ledger in one fully integrated, cloud-based system.
Risk Management Software
Effectively manage risk and generate alpha
Featuring transparent, real-time and historical data plus “what-if” scenarios, Enfusion’s Valuation and Risk functionality gives investment managers the tools needed to continue generating alpha for their clients.
Embedded risk reporting, stress-testing and scenario analysis functionality provide managers with the tools needed to accurately analyze various risk factors in a portfolio and accurately hedge different exposures across asset classes, funds, accounts and strategies.Request A Demo
Why asset managers choose us
A variety of pricing sources can be utilized to price a given asset class; Pricing snap jobs are automated on behalf of our clients; A set of pre-configured (and customizable) curves and surfaces are provided by default; Clients can choose to augment or replace as they see fit
Portfolio Stress Testing
Create “What-If” scenarios to assess performance and exposure impact on a portfolio; Various market rate shifting parameters are supported; Shifts include, Yield curves (Tenor or Parallel Shifts), Credit Spreads, Volatilities, and spot rates
Pricing Source Flexibility
Sophisticated pricing policies are implemented using our comprehensive “Pricing Arbitration” rules engine; Front vs Back Office P&L views
(Theoretical vs Accounting) are fully supported; Instruments can be marked with a variety of price sources
Risk Exposure Calculation
Instrument and position level analytics; Real-time and historical calculations of implied volatilities, spreads, yields, DV01 and Greeks are fully supported
Full Valuation Transparency
Asset valuation is performed using an embedded analytics by
FinCad® library; Measures can be fully replicated by end clients
Factor Model Integration
Scenario generation, analytical risk calculations, and derivation of optimal hedges can be driven by third party, multi-risk factor models
Ability to determine portion of portfolio that can be liquidate under certain circumstances based on client provided assumptions
Each position is split into its currencies of exposure supporting accurate currency exposure of non-deliverable swaps and cross-currency FX
Parametric VaR and CVaR are computed for listed instruments, FX, CDS, and cash
Discover how our integrated front-to-back software supports consistent workflow, reduces manual work and flexes to scale.
Deploy our Managed Services team to reinforce operational resource, allowing you to focus on front office revenue generation.
Strength In Our Numbers
Increase in our technology staff (2018-2020).
Client services team growth (2018-2020).