Other Allocators
Both departing from and complementing traditional risk reporting, RiskKey® can greatly support the thought process and decision objectivity of:
  • CIO and investment officers
  • Risk teams
  • Analysts/manager research teams
  • Administration and finance staff

The R&D needs of other types of asset owners and allocators tend to cover anything related to risk, investments, or liabilities

Examples of commissioned projects and studies relevant to this space:
  • Modeling and pricing risk for illiquid (or extremely illiquid) holdings
  • Modeling and pricing a single feature in structured, complex deals
  • Modeling and pricing complex real options in assets and liabilities
  • Minimum EBITDA growth required to compensate USD investor for direct investments in certain countries
  • Price of FX risk in specific countries, including countries with no functional markets
  • Bank stress testing: non-performing loan nonlinear stress models
Examples of consulting services relevant to other asset owners and allocators
  • AI + utility-based asset allocation optimization that accounts simultaneously for investment risk, liquidity risk, liability risk and/or a target spending pattern
  • AI + utility-based simultaneous optimization of both portfolio and a contemplated spending/distribution dynamic. The optimization accounts simultaneously for investment, liquidity, liability and principal erosion risks.
  • AI + utility-based optimization of portfolio implementation (active risk)
  • Maximize the forward-looking magnitude and duration of outperformance versus benchmarks or peers
  • Other total portfolio risk management functions: convexity management, multi-criterial leverage optimization, optimal investment sizing
  • Determine the optimal range (size and asymmetry) for each asset class in asset allocation
  • Tactical allocation
  • Optimal overlay design: FX, convexity hedging, liquidity risk mitigation, leverage
  • Pacing optimization for private investments
  • Probabilistic macro-dependent models for calls and distributions related to illiquid asset classes
  • Short-term liquidity optimization (e.g., to support margin calls from overlays, borrowing, etc.)
  • Advanced liquidity stress testing
  • Advanced asset-liability/solvency stress testing
  • Nonlinear modeling of underlying managers or holdings/co-investments. This is particularly powerful in the case of illiquid, complex or opaque investments.
  • Various applications of modeling to investment vetting including hidden risk discovery, convexity assessment and risk pricing
  • Optimal liquidity sourcing and deployment; real-time quantitative support for rebalancing, entries and exits (also available on a self-service basis)
  • Optimization of the liquid pool serving a fully private investment portfolio
What is the difference between Aiperion consultancy and R&D?
  • In consultancy, we are generally able to apply our already developed conceptual frameworks and solutions to solve clients’ problems
  • In R&D (projects and studies), we need to develop and apply new conceptual frameworks or solutions to solve clients’ problems
Is Aiperion willing to fund research projects?
  • Internal funding option: if you have a project which is impactful for your organization and beyond but are budget constrained, talk to us; we will consider it for internal funding
RiskKey only
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