Fonctionnalités indispensables à un logiciel de gestion des risques d’un portefeuille

En tant que responsable de l’allocation de fonds, vous savez à quel point il est difficile d’évaluer les risques propres à votre portefeuille, en particulier lorsqu’il s’agit d’investissements alternatifs. Traquer les avoirs courants ainsi que les données historiques provenant de différentes sources en vue d’effectuer une analyse des positions du portefeuille prend du temps, et s’avère parfois même impossible, et les décisions ayant une incidence imminente sur vos activités ne peuvent attendre. Les outils pointus servant à l’analyse des risques peuvent également s’avérer lourds et onéreux, et sont même susceptibles de ne pas tenir compte des marchés inhabituels. C’est dans ce contexte qu’un logiciel de gestion des risques d’un portefeuille de qualité peut vous aider.

Analyse basée sur les rendements

Historiquement, l’analyse des positions du portefeuille constituait l’unique moyen d’analyser le risque du portefeuille. Mais il est souvent difficile, voire impossible d’obtenir des gestionnaires de fonds une liste détaillée des avoirs de manière ponctuelle. Un logiciel de gestion des risques d’un portefeuille fait usage d’une analyse basée sur les rendements utilisés dans l’allocation de vos fonds ainsi que les mouvements de retours mensuels, ce qui vous épargne des efforts et vous fait gagner du temps, grâce au processus d’analyse du logiciel de gestion des risques d’un portefeuille.

Méthodologie conventionnelle et non conventionnelle

Par opposition aux cadres de risques conventionnels utilisant la distribution normale des rendements, les cadres de risques à queue épaisse révèlent les distributions non conventionnelles avec un niveau d’erreur élevé et un excès de Kurtosis que l’on ne trouve pas dans les distributions conventionnelles. Un logiciel de gestion des risques d’un portefeuille évalue le modèle qui convient le mieux à votre portefeuille et applique la distribution correcte. Cela permet au logiciel de gestion des risques d’un portefeuille d’obtenir le calcul de risques le plus précis.

Modèles factoriels prédéfinis et personnalisés

Le logiciel de gestion des risques d’un portefeuille vous permet de choisir parmi toute une gamme de modèles factoriels du monde réel pour évaluer votre portefeuille selon les conditions historiques du marché. Le logiciel de gestion des risques d’un portefeuille offre également à l’utilisateur la flexibilité de personnaliser son analyse des risques grâce aux modèles factoriels ainsi qu’aux tests de stress ou de choc qu’il aura définis, ce qui lui permet de comprendre la manière dont son portefeuille peut se comporter si certains scénarios de crise venaient à se reproduire à l’avenir ou dans certaines circonstances propres à un marché.

32 thoughts on “Fonctionnalités indispensables à un logiciel de gestion des risques d’un portefeuille”

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