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Risk Shell FAQs
Does Risk Shell support in-house databases?
Yes, custom data is fully supported. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell. Can I customize Risk Shell configuration?
Yes, you can select only modules and components you need. We offer several preconfigured Risk Shell packages (Basic, Ultimate I-III etc.) as well as flexible user-defined configurations. Furthermore, you can select required data feeds from the list of supported data vendors as well as use your own data. How often is Risk Shell being updated?
Usually, we provide 2-3 new Risk Shell releases per month - all based on new development requests of our clients. This way we can ensure a continuous enhancement of the platform as well as address the real needs of our clients. What happens with our workflow if the Risk Shell server is down?
So far, we have never had a single case of Risk Shell networks failures for the last 10 years. However, in the unlikely event of a network outage, clients can instantly switch to one of our redundant servers, fully synchronized with production servers.
Is Risk Shell less secure than desktop applications?
In fact, Risk Shell is more secure than common desktop applications, because it doesn't require an access to clients' PCs. Risk Shell is hosted on a private dedicated server network and protected by numerous security measures including multiple firewalls and IP validation. It has been thoroughly vetted and approved by top institutional investors imposing strict security requirements. Do you provide backups of clients' data?
Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years. Can you help us migrate our portfolios and data into Risk Shell?
Yes. Many of our clients come from different analytical platforms where they accumulated significant amounts of research data, portfolio allocations and custom assets (funds). Migrating that data to Risk Shell could be challenging and time consuming. That is why, we offer data migration services covering any data formats across any existing analytical platforms. Does Risk Shell support team environments?
Yes, it natively integrates special tools for sharing various objects (e.g. portfolios, custom assets, research settings etc.) across team members according to the user-defined access rules. These rules are to set up by system administrators based on clients' requested protocols.
Does Risk Shell support in-house databases?
Yes, custom data is fully supported. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell.Can I customize Risk Shell configuration?
Yes, you can select only modules and components you need. We offer several preconfigured Risk Shell packages (Basic, Ultimate I-III etc.) as well as flexible user-defined configurations. Furthermore, you can select required data feeds from the list of supported data vendors as well as use your own data.How often is Risk Shell being updated?
Usually, we provide 2-3 new Risk Shell releases per month - all based on new development requests of our clients. This way we can ensure a continuous enhancement of the platform as well as address the real needs of our clients.What happens with our workflow if the Risk Shell server is down?
So far, we have never had a single case of Risk Shell networks failures for the last 10 years. However, in the unlikely event of a network outage, clients can instantly switch to one of our redundant servers, fully synchronized with production servers.
Is Risk Shell less secure than desktop applications?
In fact, Risk Shell is more secure than common desktop applications, because it doesn't require an access to clients' PCs. Risk Shell is hosted on a private dedicated server network and protected by numerous security measures including multiple firewalls and IP validation. It has been thoroughly vetted and approved by top institutional investors imposing strict security requirements.Do you provide backups of clients' data?
Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years.Can you help us migrate our portfolios and data into Risk Shell?
Yes. Many of our clients come from different analytical platforms where they accumulated significant amounts of research data, portfolio allocations and custom assets (funds). Migrating that data to Risk Shell could be challenging and time consuming. That is why, we offer data migration services covering any data formats across any existing analytical platforms.Does Risk Shell support team environments?
Yes, it natively integrates special tools for sharing various objects (e.g. portfolios, custom assets, research settings etc.) across team members according to the user-defined access rules. These rules are to set up by system administrators based on clients' requested protocols.
Holdings-Based Analysis FAQs
What types of Holdings-Based Analyses are available in Risk Shell?
All risk studies supported by Risk Shell can be done using holdings data: factor analysis, stress testing, VaR, stochastic simulation, correlation & diversification analysis and so on. Is stress testing based on holdings data preferable to Returns-Based?
Not necessarily. Both Returns-Based and Holdings-Based stress testing models have their pros and cons. Join our webinars on Stress Testing for more details and best practices. What data vendors provide hedge fund holdings info?
As of today, no hedge fund data vendors provide accurate manager holdings information. You need to contact a manager directly to get access to their holdings, if they allow you to do so. Risk Shell offers several options to enter holdings data manually. Can I use the 13F holdings data for Holdings-Based Analysis?
No. First, the 13F data consolidates holdings on a firm level rather than providing positions on individual funds. Second, hedge funds are required to report only long positions, put and call options, ADR and convertible notes. This leaves short positions and other asset classes outside. Third, the 13F data is reported quarterly, i.e. you cannot get the latest data. Fourth, the 13F data is not available for many hedge funds, because only firms with more than $100m in AUM are required to report the 13F form.
Can I analyse consolidated hedge fund portfolio (FoF) holdings?
Yes. If the Holdings-Based Analysis option for a portfolio is selected, the system will aggregate available underlying holdings on a given date. Manager holdings change all the time. How many slices of holdings can I record?
Risk Shell supports an unlimited number of holdings snapshots (data slices) for each manager. Can portfolio holdings be replicated by indices?
Yes, if the exact holding positions are not available, one options would be to replicate holdings by corresponding indices. It is a common technique to analyse private equity portfolios. Can I use my own defined proxies as holdings?
Yes, any instruments including user-defined proxies can be used to populate underlying holdings.
What types of Holdings-Based Analyses are available in Risk Shell?
All risk studies supported by Risk Shell can be done using holdings data: factor analysis, stress testing, VaR, stochastic simulation, correlation & diversification analysis and so on.Is stress testing based on holdings data preferable to Returns-Based?
Not necessarily. Both Returns-Based and Holdings-Based stress testing models have their pros and cons. Join our webinars on Stress Testing for more details and best practices.What data vendors provide hedge fund holdings info?
As of today, no hedge fund data vendors provide accurate manager holdings information. You need to contact a manager directly to get access to their holdings, if they allow you to do so. Risk Shell offers several options to enter holdings data manually.Can I use the 13F holdings data for Holdings-Based Analysis?
No. First, the 13F data consolidates holdings on a firm level rather than providing positions on individual funds. Second, hedge funds are required to report only long positions, put and call options, ADR and convertible notes. This leaves short positions and other asset classes outside. Third, the 13F data is reported quarterly, i.e. you cannot get the latest data. Fourth, the 13F data is not available for many hedge funds, because only firms with more than $100m in AUM are required to report the 13F form.
Can I analyse consolidated hedge fund portfolio (FoF) holdings?
Yes. If the Holdings-Based Analysis option for a portfolio is selected, the system will aggregate available underlying holdings on a given date.Manager holdings change all the time. How many slices of holdings can I record?
Risk Shell supports an unlimited number of holdings snapshots (data slices) for each manager.Can portfolio holdings be replicated by indices?
Yes, if the exact holding positions are not available, one options would be to replicate holdings by corresponding indices. It is a common technique to analyse private equity portfolios.Can I use my own defined proxies as holdings?
Yes, any instruments including user-defined proxies can be used to populate underlying holdings.
Data FAQs
Can I use Risk Shell with my own data only rather than subscribing to vendor data?
Yes, custom data is fully supported. You don't need to subscribe to vendor databases and can work with Risk Shell using your own data only. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell. How often is Risk Shell data updated?
The local Risk Shell data is synchronized with vendors' feeds, i.e. updated upon updating vendor data. For most data feeds it is updated daily. Why do you provide global equity data?
First, equity data is required for Holdings-Based Analysis of funds with an equity exposure. Second, Risk Shell tools can be successfully used to build L/S equity portfolios. Third, you can add equity positions to multi-asset portfolios. Can I skip risk analytics and subscribe to data only via ABC Quant?
Yes, you can subscribe to any data packages distributed by us. We offer various data delivery options: FTP, SFTP, encrypted/unencrypted etc.
Do I need to subscribe to data packages separately?
Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. If you get a data license directly from a data vendor, your access to a relevant database will be enabled upon a license verification. Can I run Holdings-Based Analysis for funds investing in bonds?
We do not maintain fixed income data within the Risk Shell environment. However, you can get virtually any financial instruments, not necessarily bonds, from the integrated Bloomberg data feed or upload these instruments manually as custom assets. Can I backup my own data in Risk Shell?
Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years. How is the problem of duplicates across different data feeds resolved?
The problem of duplicates arises when you subscribe to several data feeds of the same asset class. Risk Shell offers special tools to eliminate duplicates across multiple data vendors based on user-defined rules.
Can I use Risk Shell with my own data only rather than subscribing to vendor data?
Yes, custom data is fully supported. You don't need to subscribe to vendor databases and can work with Risk Shell using your own data only. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell.How often is Risk Shell data updated?
The local Risk Shell data is synchronized with vendors' feeds, i.e. updated upon updating vendor data. For most data feeds it is updated daily.Why do you provide global equity data?
First, equity data is required for Holdings-Based Analysis of funds with an equity exposure. Second, Risk Shell tools can be successfully used to build L/S equity portfolios. Third, you can add equity positions to multi-asset portfolios.Can I skip risk analytics and subscribe to data only via ABC Quant?
Yes, you can subscribe to any data packages distributed by us. We offer various data delivery options: FTP, SFTP, encrypted/unencrypted etc.
Do I need to subscribe to data packages separately?
Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. Risk Shell and data subscriptions are two different licenses, though some Risk Shell packages include selected data feeds. You can subscribe to most data feeds via ABC Quant or directly with supported data vendors. If you get a data license directly from a data vendor, your access to a relevant database will be enabled upon a license verification.Can I run Holdings-Based Analysis for funds investing in bonds?
We do not maintain fixed income data within the Risk Shell environment. However, you can get virtually any financial instruments, not necessarily bonds, from the integrated Bloomberg data feed or upload these instruments manually as custom assets.Can I backup my own data in Risk Shell?
Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years.How is the problem of duplicates across different data feeds resolved?
The problem of duplicates arises when you subscribe to several data feeds of the same asset class. Risk Shell offers special tools to eliminate duplicates across multiple data vendors based on user-defined rules.
FoF Manager FAQs
What is Custom Category Classification?
FoF Managers offers a function of creating user-defined manager classification systems. It supports two-level categories (strategy and sub strategy) as well as weighted multi-strategies. Are multi-currency positions supported?
Yes. FoF Manager fully supports multi-currency underlying assets. Portfolios are reconciled daily based on EOD exchange rates. What are supported NAV frequencies?
Any regular period frequencies (daily, weekly, monthly etc.) as well as irregular interval NAV entries are supported Is FX forward hedging supported?
Yes. You can hedge multi-currency positions by FX forwards.
Are historical portfolio evaluations supported?
FoF Manager supports historical valuation at any given past date as well as incremental valuations between two dates. Can I define multiple gate redemptions?
FoF Manager offers over 30 redemptions terms including early redemptions and up to 3 subsequent redemptions. Can I use historical portfolio NAV in Risk Shell?
FoF Manager is seamlessly integrated with Risk Shell. Actual portfolio historical NAVs can be used across any Risk Shell components for portfolio risk analysis. Can FoF Manager get data directly from our Administrator?
Yes. We offer an option of linking FoF Manager to administrators' data feeds - as a custom development on-demand.
What is Custom Category Classification?
FoF Managers offers a function of creating user-defined manager classification systems. It supports two-level categories (strategy and sub strategy) as well as weighted multi-strategies.Are multi-currency positions supported?
Yes. FoF Manager fully supports multi-currency underlying assets. Portfolios are reconciled daily based on EOD exchange rates.What are supported NAV frequencies?
Any regular period frequencies (daily, weekly, monthly etc.) as well as irregular interval NAV entries are supportedIs FX forward hedging supported?
Yes. You can hedge multi-currency positions by FX forwards.
Are historical portfolio evaluations supported?
FoF Manager supports historical valuation at any given past date as well as incremental valuations between two dates.Can I define multiple gate redemptions?
FoF Manager offers over 30 redemptions terms including early redemptions and up to 3 subsequent redemptions.Can I use historical portfolio NAV in Risk Shell?
FoF Manager is seamlessly integrated with Risk Shell. Actual portfolio historical NAVs can be used across any Risk Shell components for portfolio risk analysis.Can FoF Manager get data directly from our Administrator?
Yes. We offer an option of linking FoF Manager to administrators' data feeds - as a custom development on-demand.