CRISIL provides end-to-end risk management solutions to asset management firms around the world. Many of the largest asset managers in Europe and the United States rely on CRISIL’s bespoke service offerings to ramp up their own internal risk analysis and management capabilities and meet diverse regulatory requirements. Our extensive experience, expansive risk expertise, comprehensive knowledge of popular risk systems and tools, and flexible service model make CRISIL an invaluable partner for asset managers and fund providers of all sizes and types.
Solution Components
Performance Attribution
Return Attribution
Analyze return-based attribution and holdings-based attribution by building attribution model for asset allocation, stock selection and interaction
Fixed Income Attribution
Analyse returns due to Yield curve movements and credit/spread bets in fixed-income portfolios
Risk-Based Performance Attribution
Portfolio performance decomposition based on various risk factors
Stress Testing
Historical Scenarios
Equity Rally & Equity Sell off
Bond Rally and Bond Sell off
Tech Wreck
Lehman Crisis
Predictive Scenarios
Black Monday
Asian Crisis
Gulf War
China Crisis
Eurozone Break up
COVID-19 scenario
Risk Analysis
Benchmarking Analysis
Multi-Factor Risk Analysis
Using third-party factor models like Axioma, Barra, or Developing in-house factor models like Fama-French (three/four factor) or Fama-French Carhat model
Sensitivity Analysis
Interest Rate
FX Rates
Credit
Inflation and Macroeconomic Factors
Statistical Analysis
Fund performance (Alpha, beta) based on regression analysis
Value at Risk (VaR): Monte-Carlo or Parametric
Volatility modeling based on time series models, ARCH, GARCH, Stress Testing
CRISIL EDGE
Deep domain expertise and regulatory knowledge
Diverse experience working on vendor platform and their validation
Robust testing and documentation of asset management models
Expert knowledge of third-party risk systems and proprietary tools
Deep domain expertise and regulatory knowledge
Diverse experience working on vendor platform and their validation
Robust testing and documentation of asset management models
Expert knowledge of third-party risk systems and proprietary tools