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.
All Portfolios, the risk and positioning summary, look-through, a what-if with sector tilts, and the full factor model, on real portfolios with real coverage figures.
Everything an investment committee asks about a book, answered from the same positions.
Every book in one view: its risk, tracking error, and how much it could move in a bad year. Group portfolios the way your firm thinks about them.
Volatility, VaR and expected shortfall, in dollars and in plain English. Every dollar of risk traced to the position, sector and factor it comes from. The active summary shows your biggest deviations from the benchmark and your sector over- and underweights.
The full risk model: 21 equity factors across market, sector and style; rate and credit factors for fixed income; proxy factors for alternatives. Portfolio, benchmark and active side by side.
Equities, bonds, commodities, crypto and alternatives roll into one risk number. If your firm keeps return histories for private funds, hedge funds or other alternatives, Vega builds factors from that data, so those holdings are modeled on how they have actually behaved rather than on a generic stand-in. Where you don't have that data, alternatives map to proxy factors, and 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 their underlying holdings, separately for portfolio and benchmark, so you see your true sector and position exposure. 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, or raise cash pro-rata, in percent or dollars. See risk, active positioning and, with look-through on, your sector tilts before and after. 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.
Combine our factors, a vendor's, and factors built from your own returns data in one model. 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