Equity Factor Model

Analyze and Model Factor-based Equity Risk

Equity Factor Model is a new and unique approach to equity risk decomposition designed to offer investment management professionals the best of equity factor analysis with the power of full-valuation simulations. 

The equity factor framework is fully integrated with the RiskManager suite of risk analytics and forecasting tools including, Value-at-Risk, exposures, sensitivities and stress-testing. The equity factor-based risk analysis is aggregated with other security types, offering managers the benefits of a factor-based approach while preserving a consistent top-level analysis across asset classes.  The integration of the model with RiskMetrics Groupsecurity-level, granular methodology offers users full valuation using sophisticated pricing analytics for derivatives, without the need for linear approximation.