Institutional-grade, look-through risk for every position, every portfolio, every firm. Multi-asset. Model-agnostic. Built for wealth firms and the platforms that serve them.
Risk summary, factor summary, look-through, compare, and a what-if — on real portfolios, with real coverage figures.
Everything an investment committee asks about a book, answered from the same positions.
Volatility, VaR and expected shortfall on any book. Every dollar of risk attributed to the position, sector and factor it comes from. Coverage stated on every number.
Exposures across market, industry and style factors for equities; key rates and credit spreads by rating for bonds; commodities and crypto. With a benchmark set, portfolio, benchmark and active side by side.
Funds and ETFs expand to underlying holdings, separately for portfolio and benchmark. Expanding or collapsing a fund changes the view, never the total risk.
A benchmark, a peer fund, any other portfolio. Active exposures, tracking error, overlap, and a plain-language summary written for an advisor's client that always says how much risk a position carries against how much weight.
A ledger of trades: add, trim, remove, add cash, raise cash, in percent or dollars. Before and after for absolute risk and active positioning, including what leverage does to the number. Save scenarios.
Vega ships its own multi-asset factor model, validated to institutional standards. The platform is model-agnostic: exposures, factor covariance and specific risk are data, so a client's licensed Barra, Axioma or in-house model runs on the same positions, side by side with ours.
Your licensed data takes precedence where you have it; ours fills the gaps.
Send your details and we'll get you into the demo — or open the live demo now and look around.
Open the live demo →Prefer email? Reach me directly at francisco@franciscovega.ai