Risk management tools for the buy side

Company: UBS Delta

UBS Delta case study

Category: Structured Products

Published: 06 September 2011




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.

Categories related to Structured Products