risk dimensions

What We Do

The Value Proposition

risk dimensions

Firm Overview: What We Do

I. Enhance your firm’s return profile
II. Support your enterprise’s efforts from the inside out across

  • Portfolio Management
  • Market Risk Management
  • Investment Risk Management
  • Treasury Counter-party Credit Risk Management
  • Marketing / Business Development
Through Top Down Macro and Bottoms up detailed analyses.
Regular market and industry analysis providing feedback on
appropriateness of existing assumptions, models and processes.
  • PORTFOLIO MANAGEMENT

    Enhance returns by examining Asset Allocation as well as utility of hedges & leverage.

    Top Down and Bottom up analysis of market opportunities across the five global liquid asset classes, Equity, Credit, Rates, Currencies and Commodities.

    Work directly with PMs to improve process by vetting overall investment thesis, interpreting market risk data, producing “bull-pen” of potential investment opportunities, etc.

    Liquidity, performance and risk analyses are structured for relevance across the platform.

  • MARKET RISK MANAGEMENT

    Accurately identified ALL market shocks since 2009 inception.

    Access to proprietary Market Risk Heat Map illustrating source and magnitude of potential risks by asset class and region. Process is dynamic as inputs change with market.

    Includes counterparty credit risk module, which calibrates potential for credit event-driven Market Shock. Rank universe of counterparties by fundamental and quantitative market-based factors.

    Market Risk Alert (1 – 5 scale) is subjective layer, which handicaps timing and magnitude of shocks. This is most relevant when paired with your portfolio.

  • INVESTMENT RISK

    Leverage existing resources to enhance return profile and information flow across the platform.

    Recommend a governance structure, which is relevant to your investment management goals, impactful and passes regulatory muster. Our involvement ranges from support creating the Investment Risk Committee Charter to vetting the supervisory process from both an investment and regulatory standpoint.

    Provide the structure to produce expected loss figures based on current capital usage and sensitive to financing terms as well as tenor of the capital.

    System of metrics and reports used to illustrate options to maximize capital usage through historical and pro-forma risk/reward analysis.

  • TREASURY/COUNTER-PARTY CREDIT RISK MANAGEMENT

    Treasury/Counter-party Credit Risk Management – leverage existing resources across departments to fortify the enterprise.

    Recommend governance structure to manage formation and ongoing functioning of firms Best Execution (BestX) and Asset Liability (ALCO) Committees.

    Review existing collateral management and financing processes.

  • MARKETING/BUSINESS DEVELOPMENT

    Brand your firm from the inside out with unique research reports and performance analysis.

    Provide role-specific analysis to educate and instruct personnel involved in marketing and due diligence process to ensure consistency and accuracy of message to investors, counterparties and regulators.

    Review external materials to ensure they support the Brand while remaining commercially acceptable.

  • MARKET RESEARCH PROJECTS

    We also execute bespoke market, portfolio and/or enterprise focused research projects tailored to the client’s specific goals. See Global Market Report for examples.
Sharpening your Edge
As your partner we promise to provide a measurable contribution to returns, client contact and firm efficiency given Risk Dimensions LLC was formed to resource a select number of Investment Management Firms with the knowledge and tools to:

– Generate a differentiating level of Alpha
– Meet the demands of increased regulatory scrutiny
– Brand the unique aspects of their firm with the Investment Community

For a consultation or more information, please email mark@riskdimensions.org.