Risk Aggregation & Analytics

Say goodbye to complexity. Novus simplifies aggregation and risk into a powerful and clean interface that chief investment officers, portfolio managers and marketing professionals can understand. Whether you are looking to analyze your aggregate category exposures over time, get an understanding of your look-through positions, digest your aggregate Value at Risk (VaR) or stress-test the portfolio, Novus makes it fast, easy and intuitive. Say hello to the next aggregation platform.
Risk Management Software for Investment Managers

Stress Tests and Scenario Analysis

More than just static reports

Novus gives investors a cutting-edge aggregation system with full control of category, position and risk views that help you understand your portfolio at a granular level. Analyze your aggregate exposures by allocation, asset class, strategy, geography, sector, market cap and a host of other pre-defined and custom categories. Drill down and view your underlying positions. Drill-down further and see who contributes those positions. A truly interactive, multi-level aggregation platform allows you to go from top to bottom in seconds.
Sector Exposure Analysis for Investors

Aggregate Value at Risk

Not Just Point in Time Value at Risk

Too many risk systems look like an old excel report filled with small-font numbers. Instead of only focusing on arbitrary point in time risk numbers, Novus provides you full visibility on your historical risk limits, transparently shows you any violations and allows you to drill down at the category and position level. Our approach allows you to simultaneously test the accuracy and predictability of our risk system and understand historical trends.  We also leverage the most out of the transparency you receive from your funds, using proxies when positions are not available.

Specific features include:

  • Historical VaR Bands
  • 1,2,3,4 and 5 Year VaR Summaries
  • Current VaR Metric Distributions
Historical Value at Risk (VaR) for Investors

Factor Analysis

View portfolio, category, and position-level sensitivities to a list of customizable factors including the market, size, value, momentum, shifts in the yield curve, oil and commodity prices. Understand your exposures to these factors and the risks they pose from changes in market conditions.
Factor Analysis Risk Management for Investors