Clearwater Analytics launches factor risk tools for hedge funds

Clearwater Analytics (NYSE: CWAN) announced two new factor risk products for hedge funds and asset managers. The company launched Factor Risk Lens for portfolio managers and Factor Analytics for chief investment officers and risk teams.

Factor Risk Lens integrates with Enfusion by Clearwater and provides pre-trade factor risk analysis. Portfolio managers can model potential trades and evaluate their impact on portfolio exposures before execution. The tool also includes post-trade factor-based attribution, performance decomposition, and stress testing capabilities.

Factor Analytics offers investment officers and risk teams a self-service interface for portfolio risk analysis. Users can analyze factor exposures, run scenario analysis, and investigate portfolio risks without requiring service requests or manual data aggregation.

"Risk should be part of the investment decision, not something that arrives after the fact," said Kirat Singh, President, Risk and Alternative Assets at Clearwater Analytics. "Portfolio managers need to understand how a trade changes portfolio exposures before they execute it."

Both products are built on Clearwater's investment data foundation and support proprietary factor models, third-party models, or Clearwater's GR8 Equity Factor Model. The solutions aim to address delays in risk analysis that can leave portfolio managers waiting hours or until the next day to understand trade implications.

The company demonstrated both offerings at Clearwater Connect events in New York and Hong Kong. The information comes from a company press release.

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