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
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R&D
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
Consultancy
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
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
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FAQ
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