Risk Management
Risk Reporting
Performance Attribution
Risk Management
Forethought Risk can provide a top-notch outsourced middle office solution to your organization. With over 60 years of portfolio and risk management experience, we know that numbers alone cannot paint the entire risk picture. We dig deeper to find the real sources of risk and can provide actionable, tradeable advice to hedge or minimize those risks. With a deep knowledge of derivatives, we can provide unbiased advice to help you structure risk exposures that express your market view more efficiently from a risk-return standpoint.
Risk Reporting
You need to know your exposure to a company or sector across all funds. Your clients want to know the probability of negative returns over the next year. These are questions our risk reporting service can help you answer. Forethought Risk can work with your custodian to extract position data and report to you or your clients the portfolio risk with a monthly, quarterly or semiannual frequency.
Performance Attribution
It is not just about duration or credit anymore. It could be determining the profitability of a strategy embedded in only a portion of your portfolio. Forethought Risk can help you extract the performance numbers not just for reporting purposes, but also to know what strategies are working and what strategies require further refinement.
