Software and information technology are pivotal for efficient and stable risk management processes. Rodex Risk Advisers can help building managed accounts for hedge funds and building risk engines for cash as well as derivative portfolios.

  • We have established the risk management process for a managed account of a large insurance company with a fixed income arbitrage hedge fund trading mainly in interest rate and FX derivatives
  • We offer a portfolio and risk management software taylor-made for Family Offices that, amongst others, supports Strategy Development and Tactical Asset Allocation, allows for slicing and dicing of risk and return according to asset classes, regions, currencies, provides comprehensive performance and risk reporting [Drawdown Analysis, VaR, …]. It also helps to understand utilisation of the risk budget, whether capital is allocated to the most promising sources of returns and which source of return absorbs the most risk
  • We have developed an integrated risk management system for a credit hedge fund.  Implementation of a prototype with Excel and Fincad (system was consecutively transferred to a Java / .NET platform). This system can be used, for example, for calculating the daily P&L, performance attribution, guideline checks, stress tests and the estimation of Component VaR for credit portfolios