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.

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KEY FUNCTIONALITY

Why asset managers choose us

Market Data

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

Liquidity Analysis

Ability to determine portion of portfolio that can be liquidate under certain circumstances based on client provided assumptions

Currency Exposure

Each position is split into its currencies of exposure supporting accurate currency exposure of non-deliverable swaps and cross-currency FX

VaR

Parametric VaR and CVaR are computed for listed instruments, FX, CDS, and cash

Looking for more detailed information?

Read our Technical Guide

WHY Asset Managers choose Enfusion

A flexible foundation to ignite growth

The leading choice for asset managers, Enfusion provides the flexible foundations for future growth, removing the need for funds to upgrade solutions as their strategy evolves. Cloud-based and multi asset, our software allows firms to enter new markets with ease. An institutional quality system, Enfusion is built on one dataset, boosting transparent control with one real-time, firm-wide view.

Software

Discover how our integrated front-to-back software supports consistent workflow, reduces manual work and flexes to scale.

Services

Deploy our Managed Services team to reinforce operational resource, allowing you to focus on front office revenue generation.

Analytics

Exploit our Enfusion Visual Analytics to access actionable and meaningful insight from your data.

Strength In Our Numbers

Constantly growing

+169%

People growth

(2018-2020)

+235%

Technology staff

Increase in our technology staff (2018-2020).

+156%

Client services

Client services team growth (2018-2020).