The demo
Watch Vega run a live book.
Risk summary, factor summary, look-through, compare, and a what-if — on real portfolios, with real coverage figures.
One risk engine under every conversation about a portfolio, from the morning check to the client meeting to the next decision. Look-through, multi-asset, and 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.
Equities, bonds, commodities, crypto and alternatives roll into one risk number. Where a holding is mapped to a proxy rather than modeled directly, Vega says so, and shows how much of the book that covers.
Risk isn't a report you pull once a quarter. It's the thread through every decision your team makes about a book.
Open the book and see where risk sits today: total and active against the benchmark, and the positions and factors driving each.
A plain-language summary a client can follow, with the detail underneath for anyone who wants to push on it.
Model the adds, trims and cash moves you are weighing, and see what each one does to risk and active positioning before anything is decided.
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 hypothetical changes: 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.
A multi-asset factor model, validated to institutional standards, working on day one. No in-house risk team required to get a sound view of a book.
Barra, Axioma or another vendor model on the same positions. Adjust the assumptions behind it and see how the answer moves, rather than taking the number on faith.
An in-house model plugs in as data: exposures, factor covariance and specific risk. It runs on your positions and your tools, side by side with ours.
Different teams, and different clients of the same platform, can each run the model they trust.
Vega runs on the positions you already hold and hands risk back to the tools your advisors already use, down to each position's contribution as a field your reports and dashboards can pick up. 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
