FactSet has been a leading provider of financial information and analytic applications for investment professionals around the globe for the past 30 years. We offer instant access to data and analytics to thousands of analysts, portfolio managers, and investment bankers at the world’s premier financial institutions.
For the past nine years, we have leveraged our portfolios analytics capabilities to build a strong risk business that serves the needs of hundreds of our clients. We have partnered with some of the leading risk providers in the world, including Northfield, Barra, APT, Axioma, and R-Squared. Clients rely on us for optimization, backtesting, risk decomposition, and risk based performance attribution. We use Monte Carlo techniques to properly account for the risk associated with derivatives and fat tails and offer stress testing packages to uncover how shocks to different factors will impact the performance of a portfolio.
This blog's authors - the management and senior developers of FactSet’s risk group - have an average of 15 years of industry experience. We will use this blog to generate discussions on current topics in the risk field and welcome your comments and ideas.
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