LumRisk offers intuitive tools for analyzing, simulating and visualizing risks in complex investment portfolios. The platform enables investors to understand and manage the risks of their investments. The company's core activity lies in the development and provision of software solutions for risk management and portfolio optimization, particularly for institutional investors such as insurance companies, asset managers and wealth managers.
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Offering
Products & services
Industry:Financial Services
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Position-level risk analytics, CVaR contributions, exposures and sensitivities, custom stress tests, and Greeks and convexity for multi-asset portfolios.
Performance Analytics
Performance monitoring, attribution analysis, and independent price verification for portfolios, including benchmark comparison and daily contribution analysis.
Quantitative Research Tools
Portfolio construction, PCA analysis, factor analysis, and LumRisk indices for comparing strategies, factor exposures, and historical portfolio behaviour.
Reporting and Compliance
Custom reporting, regulatory reporting, and daily compliance monitoring with customizable templates, auditability, and breach alerts.
Data Management and API
API access, independent data validation, data cleaning and enrichment, and data delivery in usable formats for analytics and target systems.
Knowledge
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