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MARKET-IMPLIED SIGNALS

Leading Risk was founded to exploit a proprietary approach for interpreting current market data to generate predictive information on risk and investment opportunities in the credit, bond and equity markets, based on a quantitative analysis of the information conveyed by current market data.

  • Relative Value Metrics. Risk and investment metrics and signals can provide institutional investors with unique insight into current market sentiment and predictive metrics for exploiting that sentiment.
  • Risk Measures. Tailored risk management information such as forward-looking market implied VaR (mVaR) can provide risk managers as well as portfolio managers with the level of moves that today’s market is expecting, as well as the P&L impact via the ‘greeks’: this offers a more responsive & objective market-implied risk measure than traditional risk measures.
  • Portfolio Analysis. Portfolio risk analysis metrics can identify the largest contributors to portfolio risk as indicated by current market sentiment, and quickly and easily isolate problem credits in the investment strategy, enabling risk to be managed sooner and proactively.


CREDIT SIGNALS

Leading Risk has entered in to an alliance with Markit to promote the Leading Risk investment and risk signals for the credit markets exclusively through Markit's Research Signals Platform. For further details see: Credit Signals


CONSULTING AND BESPOKE ANALYSIS

Building on the backgrounds of Leading Risk's Principals, we have been providing modelling, advice, analysis, consulting and expert witness statements and support in the areas of derivatives valuations, risk management, good market practice, controls and governance.

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