Risk Analytics

Sophisticated risk analytics integrated at every stage of the portfolio lifecycle.


Fuel your decision-making and drive portfolio performance with FactSet’s flexible enterprise risk solutions. Transform everyday analysis into valuable decision-drivers with robust, sophisticated risk analytics, premier models, and global multi-asset class data integrated across the portfolio lifecycle. Seamlessly connect your front, middle, and back office with our scalable risk solution. 

Risk Analytics

    Understand your portfolio’s true risk.

    Choose the model that matches your investment process with risk models from FactSet’s market-leading risk and quantitative research team including Cognity-patented research, leading model providers, or your own custom models. Leverage Cognity-patented research on non-normal fitted factor distribution frameworks to capture risk in the tails of the distribution and better reflect real-world events. Analyze multi-asset class portfolios with a Monte Carlo model with non-linear repricing that revalues all assets in each simulation and offers group- and asset-level decomposition. When it comes to traditional risk analysis using volatility or tracking error measures, choose a linear-based model that focuses on benchmark relative analysis and risk hot spots including a duration times spread approach to corporate bond risk. Round out your full risk management lifecycle across market risk, liquidity risk, and credit risk using FactSet’s enterprise risk solutions.

    Risk Models


    Watch our webcast, A Concentration on Risk, Understanding Portfolio Risk with a Linear Approach, to see an outlook on portfolio risk and why linear risk plays such a crucial role, an overview of FactSet’s new Global Linear Factor Risk Model, and a walk through of key linear risk reports and how to seamlessly implement them into your investment process.


    Measure risk over time.

    Monitor and analyze portfolio risk with forecast horizons spanning short-, medium-, to long-term, and easily decompose risk at a specific date or investigate changes over time. By leveraging the full generated distribution, you can select the risk measures most relevant to your business including Volatility, Tracking Error, Value at Risk (VaR), or Expected Tail Loss. Compare results among portfolios, identify outliers, and find where risk is concentrated across funds.

    Risk Over Time

    Stress test and shock your portfolio

    Use factor stress testing and extreme event stress testing to identify vulnerabilities in your portfolios and assess them under a broad array of market environments and historical scenarios. FactSet’s robust market data gives you everything you need to create custom shock and stress tests with full control over factor, direction, magnitude, and correlation assumptions. Gain insight on true issuer exposure by aggregating risk across the entity structure from individual issues, to derivatives, to the issuers themselves.

    Stress Testing

    Construct optimal portfolios.

    Use our integrated optimizer tools to set portfolio constraints and generate the trades necessary to construct a multi-asset class portfolio with an optimal risk-return tradeoff. Incorporate your strategy with limits on sector weights, asset weights, turnover, and other metrics so your optimal portfolio is sure to comply with fund mandates. Once you have the portfolio, share it with other FactSet applications for more analysis, send the results to your trade desk, or export the results to communicate with other teams.

    Optimized Portfolios

    Connect data and analytics across teams.

    Measure and share portfolio analytics with confidence. Go from holdings-based analysis to top-down style, performance, and ex-post risk analysis to peer group reports without leaving the system. Combine your proprietary holdings with data from FactSet and other sources, including extensive benchmark data and global exchange indices. Ensure your front office is looking at the same approved numbers as your risk and performance teams. Integrate your holdings and transactions with a nightly upload or by connecting your custodian, prime broker, or firm’s accounting system with FactSet. Our team of data specialists works around the clock to ensure secure, accurate, and consistent overnight processing of your firm’s portfolio data across all asset classes.

    Connected Teams

    Talk To Us

    The best way to understand what makes FactSet different is to see it for yourself. We've worked with investment professionals for 40 years, so we understand your workflow and know precisely how to help. Talk to us about your challenges, and we’ll help you design the most effective solutions for your firm with everything you need — and not what you don’t.

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