Better understand true portfolio 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. Incorporate short-, medium-, and long-term forecast horizons and easily decompose risk at a specific date or investigate changes over time.
Perform factor and extreme event stress testing to identify vulnerabilities in your portfolios and assess them under a broad array of market environments and historical scenarios. 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.
Integrate portfolio holdings and transactions with a nightly upload or direct connection to your custodian, prime broker or accounting system. Rely on FactSet’s team of data specialists who work around the clock to ensure secure, accurate and consistent overnight processing of portfolio data across all asset classes.
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.
FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.