RPM

RPM Risk & Portfolio Management is a software solution designed to assist financial institutions, investment firms, hedge funds, asset managers, and insurance companies in managing their portfolios and mitigating risks. According to the vendor, this tool allows users to perform risk analysis, optimize portfolios, track performance, conduct scenario analysis, monitor risk exposures, ensure compliance, generate reports and visualizations, integrate data from various sources, and facilitate collaboration among team members involved in risk and portfolio management. The product is tailored to meet the specific needs of businesses in the finance industry.

Key Features

Risk Analysis: According to the vendor, users can perform comprehensive risk analysis for investment portfolios using advanced risk models and calculations. They can assess portfolio risk based on factors such as volatility, correlation, and market conditions. The product enables users to generate risk reports and visualizations to aid in decision-making.

Portfolio Optimization: The vendor states that users can optimize investment portfolios based on desired objectives and constraints. They can utilize mathematical models and algorithms to find optimal asset allocations considering risk tolerance, return expectations, and liquidity requirements. The product can generate optimized portfolio recommendations.

Performance Measurement: According to the vendor, users can track and measure the performance of investment portfolios by calculating key performance indicators (KPIs) such as return on investment (ROI), Sharpe ratio, and alpha. They can compare portfolio performance against benchmarks and industry standards. The product enables users to generate performance reports and visualizations for analysis and reporting.

Scenario Analysis: The vendor claims that users can conduct scenario analysis to assess the impact of potential market events on investment portfolios. They can create and analyze multiple hypothetical scenarios to understand portfolio performance under different conditions. The product allows users to evaluate the sensitivity of portfolio returns to changes in variables such as interest rates, inflation, and market volatility. It can generate scenario analysis reports and visualizations.

Risk Monitoring: According to the vendor, users can continuously monitor and update risk profiles of investment portfolios. They can receive real-time alerts and notifications for significant changes in portfolio risk levels. The product enables users to track and analyze risk exposures across different asset classes and investment strategies. They can implement risk mitigation strategies based on monitoring results.

Compliance Management: The vendor states that the product helps ensure compliance with regulatory requirements and internal policies. Users can monitor and enforce investment restrictions and guidelines. The product can generate compliance reports and audit trails for regulatory reporting and internal review. It also allows for the implementation of automated compliance checks and alerts.

Reporting and Visualization: According to the vendor, users can generate customizable reports and visualizations for portfolio analysis and reporting. They can utilize interactive dashboards and charts to present data and insights. The product supports exporting reports in various formats such as PDF, Excel, and PowerPoint. Users can also schedule automated report generation and distribution.

Data Integration: The vendor claims that the product can integrate with various data sources such as market data providers, custodians, and internal systems. Users can import and update portfolio data, including positions, transactions, and market prices. The product ensures data accuracy and consistency through data validation and reconciliation processes. It also supports data mapping and transformation for seamless data integration.

Collaboration and Workflow: According to the vendor, the product facilitates collaboration and communication among team members involved in risk and portfolio management. Users can assign tasks, track progress, and manage workflows within the system. The product enables document sharing and version control for efficient collaboration. It maintains an audit trail of activities and changes for transparency and accountability.