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Risk Analysis Services - Quantitative Research Analysis | IBN

IBN technologies provides complete Risk & Quantitative Analysis services to their client. Our team consist of highly professionals with more than 8 years of exp

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Risk Analysis Services - Quantitative Research Analysis | IBN

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  1. IBN TECHNOLOGIES LIMITED Quantitative Research & Analysis Service www.ibntech.com© 2015 IBN Technologies Limited. All rights reserved.

  2. Overview ISO 9001:2008 Company Addressing your Investment Concern In Finance Market, the volume of data available for analysis has increased dramatically. Yet too often data is not fully leveraged as an investment asset because of trim analytical staff and information overload. IBN Quantitative Research services can assist you by applying advanced statistical technique to help you get more from your data, this will help you in making better Investment Decisions. IBN Quantitative Research team works closely with Fund Managers/Fund Research Team/Onshore Analysts and assists them in: • Performance Analysis • Statistical Analysis of Returns • Risk/Return Analysis • Alpha-Beta Analysis • Correlation & Sensitivity Analysis • Volatility Analysis • VAR Analysis • Global Risk Analysis • Momentum Analysis • Portfolio Optimization • Advanced Quantitative Research • Artificial Intelligence • Clustering • Modeling • Optimization Quantitative Research & Analysis Services

  3. Overview Conti.. ISO 9001:2008 Company Helping you Achieve your Investment Goals IBN Quantitative Research team develops and delivers the advanced research and analytics required by Fund Managers and Investment Management Team which help them in verifying investment decisions and evaluating the risk adopted. • Team: • Team of professionals with more than 5+ years of experience with following educational background: • India’s Top Engineering Colleges/IITS/ • Certified Professionals CFA, CMA, CFM, CPA, etc Experience: Data Exploration, Modeling, Simulation and Optimization Techniques: Technology: Excel-VBA, MatLab, R, C++, ASP.Net, Microsoft SharePoint Software: Portfolio Management software like Advent, Cogendi, TAO Analytics, FC Back Office, Risk Data Engine, Paxusand other Proprietary software Quantitative Research & Analysis Services

  4. Process Flow ISO 9001:2008 Company IBN’s Quantitative Team develops and delivers Models independently on subject matter Models delivered as per Client’s requirement Requirement & Instructions given by Client for Model Quantitative Research & Analysis Services

  5. Quant Solutions to Investment Managers ISO 9001:2008 Company List of Sample Quant Solutions Developed by IBN • Quantitative & Risk Analysis • Top Risk Analysis • Extreme Value Theory based VaR • Cornish-Fischer Expansion based VaR • Monte Carlo Simulations based VaR • Principal Component Analysis based Clustering • Performance Attribution • Exposure Analysis – Geofocus, Sector & Market Cap • Quantitative Fund Snapshot • Portfolio Analysis: • Portfolio Optimization Tool • Proforma Portfolio • Fund to fund Correlation matrix • Index Construction Quantitative Research & Analysis Services

  6. Fund Historical Track Record ISO 9001:2008 Company Monthly Performance Table highlighting negative returns of Fund & Benchmark and showing year end returns (YTD) Note: Sample Data used for above example Quantitative Research & Analysis Services

  7. Drawdown Analysis ISO 9001:2008 Company Drawdown Analysis highlighting start of downward returns, its length and recovery period with dates for each drawdown Note: Sample Data used for above example Quantitative Research & Analysis Services

  8. Statistical Analysis & Financial Ratios Summary ISO 9001:2008 Company Statistical Summary highlighting Fund basic statistics in comparison to benchmarks Note: Sample Data used for above example Quantitative Research & Analysis Services

  9. Omega Ratio Chart ISO 9001:2008 Company Omega Ratio Chart of Fund against selected benchmark Note: Sample Data used for above example Quantitative Research & Analysis Services

  10. 6M Annualized Rolling Return Chart ISO 9001:2008 Company Annualized 6 Month Rolling Return chart highlighting 6(or selected rolling window) months Rolling Annualized performance in comparison to selected Benchmarks Note: Sample Data used for above example Quantitative Research & Analysis Services

  11. 6M Rolling Correlation ISO 9001:2008 Company Annualized 6 Month Rolling Correlation chart highlighting 6 (or selected rolling window) months rolling volatility in comparison to selected Benchmarks Note: Sample Data used for above example Quantitative Research & Analysis Services

  12. 6M Rolling Beta ISO 9001:2008 Company Fund Rolling Beta chart highlighting 6 (or selected rolling window) months rolling beta with selected benchmarks. Note: Sample Data used for above example Quantitative Research & Analysis Services

  13. Monthly Return Distribution Chart ISO 9001:2008 Company Distribution of Returns in Comparison to Normal Distribution Note: Sample Data used for above example Quantitative Research & Analysis Services

  14. Historical Value At Risk ISO 9001:2008 Company Historical VAR Report chart highlighting Isolated & Marginal VAR Note: Sample Data used for above example Quantitative Research & Analysis Services

  15. RiskData Value At Risk ISO 9001:2008 Company VAR Report chart highlighting VAR &Risk/Return Contribution Note: Sample Data used for above example Quantitative Research & Analysis Services

  16. Correlation Matrix Report ISO 9001:2008 Company Note: Sample Data used for above example Quantitative Research & Analysis Services

  17. Contact Us ISO 9001:2008 Company USA IBN Technologies (US) LLC 108 West 13th Street, Wilmington, Delaware 19801 UK – London IBN Technologies Limited (Reg – FC031335) 26 Barclay Road, Croydon, Surrey CR0 1JN Global Delivery Center (India) IBN Technologies Limited CyberNex, 4th Floor, Shankar ShethRoad, Swargate, Pune, Maharashtra 411037, India. T : +91 20 24264182/4183  F: +91 20 24264184 E: info@ibntech.com Quantitative Research & Analysis Services

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