Risk Management

The Problem:

Senior management of a large public pension plan needed timelier and more informative risk-adjusted analysis of the pension plan, including the risk characteristics of each asset class (equities, fixed income, private equity, real estate and hedge funds).

What We Did:

Adeptyx consultants provided project management, business analysis and system architecture expertise for the development and implementation of an enterprise-wide risk management solution for the client. Our solution included risk measurement methodologies, business processes and a system solution that required integration of niche financial risk management packages and custom development using client specific technologies. Our services encompassed all phases of the system development life cycle from Planning and Analysis through Design, Construction and Deployment.

The final solution included the following features:

  • A consolidated data repository for aggregating and feeding holdings to the Barra Total Risk System
  • More timely cycle processing (moving from monthly to daily)
  • Web-based risk management and operational reporting
  • Support for what-if analysis
  • VaR integration and reporting
  • Investment performance reporting and integration with risk reporting

The Results:

The solution provided senior management with more timely analysis of their pension holdings.

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