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Article

Risk management tools for the buy side

Company: UBS Delta

UBS Delta case study

Category: Structured Products

Published: 06 September 2011

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Overview

Risk management for the buy side has many similarities with that for the sell side, but there are also many significant differences.

A buy-side risk management tool should be flexible enough to adapt to investment processes, rather than forcing a ‘one-size-fits-all' approach. It should properly cover the range of assets required, including a full set of issuer spread curves with clean historical data. It should also enable proper risk analysis by providing comparison of performance achieved with risk taken, using the same factors.

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