Understanding single name security exposures

In this podcast, Chris Ellis, Director of Product Development for Portfolio Analytics products a FactSet, discusses single name security exposure analysis and its importance to asset managers.

Single name security exposure analysis is, as Ellis explains, a way to look across all portfolio holdings to see all the exposure to a security, group of securities meeting a criteria, or other grouping.

In less than 15 minutes, Ellis presents the essential facts you need to know about this analysis, including explaining what it is, its importance, and its relationship to risk management.

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Chris Ellis will provide a full-scale live demonstration of FactSet's single name security exposure analysis tool in action on December 9. We encourage you to register now.

Highlights from our episode:

• In single name security exposure analysis, a manager attempts to understand his or her exposure to a single security or all securities meeting a certain criteria
• Single name security exposures is a compelling complement to ex-ante risk analysis; the exposure analysis presents a simple answer to the question "how much do I own, and where?"
• When a major market event happens, it isn't clear when this will impact your ex-ante risk numbers but with single name security exposures the answer reflects the situation as it is right now
• Develop theories and view your exposure to relevant companies using FactSet screening; for instance, define all companies involved in biomedical production to understand your exposure to changing healthcare policy
• Managers will find security exposure analysis useful both when something big happens in the market, such as the failure of Lehman, or day-to-day, such as when a manager needs to define the total exposure to a sector for compliance purposes