Risk measurement
Exposures, concentration, risk measures and stress scenarios. Portfolio calculations use defined models and the available data.
Hawk Thorne technology
Technology for market and risk analysis.
We develop our own systems for market analysis, investment decision support and risk measurement. We describe their applications publicly and keep implementation details internal.
01Development areas
Information interpretation
Analysis of market events and narratives. Assessment of their significance in the context of exposures and changing expectations.
Quantitative context
Instrument behaviour, relationships across markets and changes in market conditions.
02Two applications
Investing proprietary capital
Our internal systems use our research frameworks, including GEPS, in the investment process. Strategies and implementation parameters remain confidential.
The GEPS conceptAEGIS
A portfolio risk analytics platform. It provides exposure measurement, scenarios and limit monitoring. It does not provide our internal strategies or execute trades.
Explore the platform