Functional Overview

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Functional Overview
SECURA Risk Studio
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Introduction

• Risk Studio is part of the SECURA System.
• Perform non-standard risk queries on standardized
  data, e.g.. out of a portfolio database or market
  data stream.
• Integrates with the SECURA Platform
• Comes with a set of standard risk measures
• Build your own scripts to save time on daily
  routines
• Principle functionality
• Fetches data from a data source
• Analyses and simulates
• Manages output

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Standard Risk Functions
Risk Studio supports the following standard risk
measures

• Alfa
• Beta
• Sharpe ratio
• Treynor ratio
• Jensen's alpha
• Information ratio
• Active risk
• Sortino ratio
• Volatility
• Downside volatility

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Standards Portfolio Analysis

• Connects to SECURA Platform and fetches real time
  portfolio data
• Calclulates e.g. Position view, Risk Attribution,
  Brinson Attribution, Fama Decomposition, Style
  Analysis, etc

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Standards Portfolio Simulation

• Example of use
• Task a mutual fund receives new funds. Allocate
  proportionately to the present positions.
• Enter amount in yellow cell. The result of shares
  to be bought / sold will be calculated.
• Export order to SECURA order routing server

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Chart Tool
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Report editor

• Build custom reports with integrated Report
  Builder

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Scripter

• Pascal script editor
• Program own risk formula
• Build your own Graphical User Interfaces
• Delivered with a tool box of standard scripts

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MATLAB integration

• Add on module
• Use and edit MATLABs professional library of
  mathematical formula and routines

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Contact

• Invest SystemsBirger Jarlsgatan 41AS-111 45
  Stockholmcontact Niklaus Wildling / Mario
  Elsayeh46 8 653 76 06 mobile [phone]
  26 www.riskstudio.se