Riskdata
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| Industry | Financial Services |
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| Headquarters | Paris, France |
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Key people
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Hervé Vinciguerra, Chairman Eric Eisenberg, CEO Raphael Douady, Research Director |
| Products | Risk Management Solution |
| Website | www.riskdata.com |
Riskdata is an international company that provides Buy-side financial institutions with risk management solutions through a local or cloud-based software.
Hervé Vinciguerra, Chairman Eric Eisenberg, CEO
Founded in 1999 by Ingmar Adlerberg and Raphael Douady, Riskdata provides financial risk management analysis. The company operates internationally with buy-side financial institutions mainly based in New York, London, Paris and Frankfurt, ranging from start-up Hedge Funds to large Asset Managers.
In 2014, Hervé Vinciguerra, founder of Sophis (now part of Misys), became major shareholder and Chairman of Riskdata. Eric Eisenberg was appointed CEO of Riskdata in 2015.
Riskdata computes risk indicators such as Value-at-Risk (historical and Monte Carlo), Greeks, tracking error, volatility, stress tests, liquidity risk for cross-asset portfolios. It also provides interactive risk analysis for asset managers to see where the risk is coming from inside their portfolio and risk reports for regulators or investors. Fund managers can also use Riskdata tools for portfolio construction such as optimization, to maximize the expected return of a portfolio, or replication, to create a new portfolio from a user-defined set of assets with the same risk profile as the initial portfolio.
Mathematical research is key in Riskdata's history. Raphael Douady, a French Mathematician conducting researches in the field of mathematical finance and Academic Director of the LaBex ReFi (European Laboratory on Financial Regulation) works at Riskdata as Research Director.
Riskdata developed in 2002 an innovative patent technology which is used to represent the risk of individual instruments or market risk factors in a compact, yet complete, and easy-to-manipulate manner: the Risk Tickers® Object. Risk Tickers are daily called in Riskdata’s software via Internet and allow:
Each Risk Ticker represents a single risk factor or instrument and contains all the statistical information of the instrument or risk factor it represents: its distribution of returns as well as its joint behavior with respect to other factors such as correlation, convexity, etc...
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