RiskMetrics RiskManager ®

Empower better investment decisions with a multi-asset class, scalable and hosted solution for enterprise-wide risk management.

RiskManager provides risk analytics across a DATA ACQUISITION NORMALIZATION MSCI RISKMANAGER DELIVERY

broad range of publicly traded instruments and private

PROFESSIONAL SERVICES, DATA MANAGEMENT AND REPORTING SERVICES
assets including Value-at-Risk (VaR) simulation
methodologies, rigorous stress tests, factor risk
exposure and decomposition, market exposure, and MARKET RISK
sensitivity analysis. We take care of data loading, CLIENT DATA NORMALIZATION AI Portfolio Insights
AI -assisted analysis,
cleaning, normalization, and validation from third party +70M client positions/transactions
All data standardized to modern data
sources such as custodians and fund admins, while +100 custodian/fund admin feeds form one integrated data FACTOR RISK warehousing and
flexible visualization
set within a unified
developing and operating production processes to structure

calculate risk analytics for your portfolios. Risk teams

LIQUIDITY RISK
can access results via an interactive web application,
Ready-to -use reports
ready-to-use reports, APIs, and MSCI AI Portfolio produced using batch
processing
Insights’ dashboard visualizations and data warehouse. MARKET DATA QUALITY ASSURANCE COUNTERPARTY
T&C for +22M securities CREDIT RISK
Fully automated process
History for +3.1M risk factors runs +950 checks daily with
+75K benchmarks across ~70 vendors an expanding set of
Results sent directly to
diagnostic tools REGULATORY client data warehouse
+331K mutual funds and ETFs REPORTING or 3rd party systems
via APIs

Data as of May 2024

Key features
Extensive suite of risk measures for

Market risk Factor risk Liquidity risk Counterparty credit risk

• Parametric, historical simulation, • Portfolio and position risk • Liquidation horizon, transaction • Potential future exposure and
and Monte Carlo simulation VaR decomposition costs and liquidation amount expected positive exposure
• Market exposure and sensitivities • Active risk and exposure drilldown • Credit and debit value adjustment
• Statistical and financial metrices • Single security analytics with
country and sector exposures

Extensive suite of risk measures for Constituent-level information for relative and look-through analysis
• Ready-to-use library of historical events and hypothetical scenarios. • +75K benchmarks
• User-defined stress tests combining granular: • +331K equity and fixed income mutual funds and ETFs
– Risk factor stress tests.
– Model parameter stress tests.
MSCI Managed Solutions is designed to offer client-specific solutions
• Propagate core risk factors shocks to risk factors relevant to your portfolio. comprising one or more of the following:
• Professional services – Leverage our technical expertise to assess
Integrated security master and market data the operational requirements for onboarding and achieve expert setup,
• Security master covering more than 22 million unique securities across the installation, integration, and model validation with the ability to deploy
full spectrum of asset classes. dedicated MSCI operational staff on-site.

• More than 3.1 million quality-assured time series. • Data management – Handle complex, high-volume workflows to integrate
portfolio and market data accurately and efficiently.
• Reporting services – Our flexible reporting solutions provide a flexible
framework that can support standard, regulatory, ESG, liquidity, or
customized reporting needs.
 Client service and support
• Support by a highly trained 24x5 client service team working from
multiple offices around the world.
• Aid in implementation and training to help clients maximize utilization.
• Provide clients with expertise to support business continuity.
RiskManager is designed to deliver efficient workflows, modelling transparency,
and modern reporting tools to help risk teams manage risk across asset classes,
from a granular holdings level to a macro factor level.

Contact us for more information

msci.com/contact-us

About MSCI
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