Our solutions for pension funds and insurance companies

We offer solutions based on two frameworks: robust cross-asset valuation and return estimation framework (Graham Risk) and a scenario analysis & stress testing Agent-Based Model.

Asset Allocation | Risk Management

Asset Return Forecasts and Allocation

LINKS provides a consistent asset valuation and allocation framework that is built ground-up to work across all listed and private asset categories. A single metric (Graham Risk) is used to assess the medium- and long-term value dislocations. A comprehensive back-testing and portfolio construction module can be used to assess the efficacy of the framework by asset class. Asset returns can be used in conjunction with Asset-Liability Management to yield realistic assessment of opportunities in the market.

Key features:

  • Single metric, multiple complex asset classes
  • Bridging the gap between macroeconomic risks and valuation
  • Detailed macroeconomic scenario modelling
  • Private and listed asset classes
  • Comprehensive back-testing

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Risk Management

A comprehensive, flexible and open source risk management framework that addresses security (VaR, tracking error risk compared to benchmark), asset allocation (risk of the benchmark, including liabilities) and strategic (vulnerability of the fund to systemic shocks) levels.

Key features:

  • Flexible and extensible
  • Addresses multiple levels of risk: security-level, asset-class level and strategic level
  • Value-driven risk assessment, risk of overpriced assets
  • Focus on global systemic risk management, exposure to asset bubbles

More on risk management […]

Download

Download Trial

Download a trial version of LINKS Mira API to track events and scenarios and assess their impact on a balanced portfolio of bonds and equities.
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Understand cross-relationships and network effects

Run scenarios and stress tests while taking into account cross-relationships and network effects in the global economy. Compare return estimates of core and stress scenario by portfolio or asset class.

Run complex stress tests “on-the-fly”.

Add scenarios in all economically active geographies and over 60 industries. Trace the impact of your scenarios on all major asset classes, including equities, bonds, corporate credits and commodities. Run scenarios geo-political scenarios “on-the-fly”.

Communicate the results instantly

Calculations carried out remotely on our secure server, while results are immediately available in Excel to be used in other familiar applications.

Download

Download Trial

Download a trial version of LINKS Mira API to track events and scenarios and assess their impact on a balanced portfolio of bonds and equities.
Download
All major counterparty banks are rated based on the five pillars of risk. A comprehensive coverage of all risk factors including:
  • Rating-implied CDS spread premium
  • Equity realized vs. VIX-implied volatility
  • Degree of complexity, including (Level 1/ Level 2,3 assets)
  • Exposure to systemic risks
  • Sustainability of home-base country finances
More on counterparty risk management