RiskMetrics RiskManager from MSCI

Multi-asset class risk management platform that provides VaR analysis, stress testing, and scenario analysis. The solution covers equities, fixed income, FX, commodities, and derivatives, with both historical and Monte Carlo simulation methodologies.

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Market Risk Systems for Risk Management

Solutions for measuring and managing risks from changes in market prices, interest rates, and volatility.
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Market Data Integration
(7 Yes /7 Known /11 Possible features)

Risk Calculation Engine
(9 Yes /9 Known /12 Possible features)

User Interface and Reporting
(2 Yes /2 Known /10 Possible features)

Regulatory Compliance
(0 Yes /0 Known /10 Possible features)

Performance & Scalability
(0 Yes /0 Known /10 Possible features)

Security and Access Control
(4 Yes /4 Known /10 Possible features)

Product Coverage
(6 Yes /6 Known /10 Possible features)

Model Risk Management
(0 Yes /0 Known /10 Possible features)

Integration and Interoperability
(2 Yes /2 Known /10 Possible features)

Audit, Logging & Traceability
(0 Yes /0 Known /10 Possible features)

Deployment, Maintenance & Vendor Support
(0 Yes /0 Known /10 Possible features)

Market Data Integration
(2 Yes /2 Known /12 Possible features)

Risk Calculation & Analytics
(7 Yes /7 Known /12 Possible features)

Product Coverage
(3 Yes /3 Known /7 Possible features)

Performance and Scalability
(4 Yes /4 Known /8 Possible features)

User Interface and Usability
(4 Yes /4 Known /8 Possible features)

Integration and Interoperability
(0 Yes /0 Known /7 Possible features)

Security
(0 Yes /0 Known /7 Possible features)

Regulatory Compliance
(1 Yes /1 Known /6 Possible features)

Data Management & Quality
(0 Yes /0 Known /6 Possible features)

Support, Maintenance, and SLAs
(0 Yes /0 Known /5 Possible features)

Portfolio Modeling Software for Portfolio Management

Tools that enable construction of model portfolios, scenario analysis, and strategy backtesting to optimize investment outcomes. These applications support what-if analysis, portfolio construction, and the evaluation of investment strategies before implementation.
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Portfolio Construction & Customization
(7 Yes /7 Known /10 Possible features)

Risk Analytics and Measurement
(10 Yes /10 Known /10 Possible features)

Reporting and Visualization
(8 Yes /8 Known /10 Possible features)

Data Integration & Coverage
(7 Yes /7 Known /10 Possible features)

Performance Measurement
(8 Yes /8 Known /10 Possible features)

Workflow & Collaboration
(9 Yes /9 Known /10 Possible features)

Compliance & Regulation
(8 Yes /8 Known /10 Possible features)

User Interface & Usability
(0 Yes /0 Known /10 Possible features)

Security & Reliability
(8 Yes /8 Known /10 Possible features)

Integration & Extensibility
(7 Yes /7 Known /10 Possible features)

Performance Attribution Systems for Portfolio Management

Solutions that analyze and decompose investment performance to identify sources of returns and attribution to specific investment decisions, sectors, or factors. These systems help portfolio managers understand drivers of performance and adjust strategies accordingly.
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Data Integration
(8 Yes /8 Known /10 Possible features)

Attribution Methodologies
(10 Yes /10 Known /12 Possible features)

Accuracy and Calculation Quality
(6 Yes /6 Known /9 Possible features)

Reporting & Visualization
(6 Yes /6 Known /9 Possible features)

User Access and Security
(7 Yes /7 Known /8 Possible features)

Scalability & Performance
(3 Yes /3 Known /7 Possible features)

Automation & Workflow Management
(6 Yes /6 Known /6 Possible features)

Compliance & Regulatory Support
(5 Yes /5 Known /5 Possible features)

Integration & Extensibility
(4 Yes /4 Known /6 Possible features)

Client Support & Training
(5 Yes /5 Known /6 Possible features)

Quantitative Analysis Tools for Investment Research & Analysis

Software for statistical analysis, econometric modeling, and quantitative research to identify patterns, correlations, and potential investment opportunities based on historical data and mathematical models.
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Specialized Research Hardware for Investment Research & Analysis

High-performance computing systems and data storage solutions to support intensive data analysis, backtesting, and modeling activities required for sophisticated investment research.
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Economic Research Platforms for Investment Strategy & Asset Allocation

Comprehensive databases and analytical tools focused on macroeconomic indicators, central bank policies, and global economic trends to inform top-down investment strategy and asset allocation decisions.
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Multi-Asset Strategy Platforms for Investment Strategy & Asset Allocation

Integrated systems that support cross-asset research, relative value analysis, and tactical allocation decisions across traditional and alternative asset classes.
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Real-Time Data Feeds Supports real-time streaming data from exchanges and data providers.		Marketing materials and product documentation state support for real-time streaming data from exchanges, providing live market data integration.
Historical Data Support Ability to access and utilize historical market data for backtesting and model validation.		RiskMetrics RiskManager advertises historical data access for backtesting VaR models and scenario analysis.
Data Cleansing Automatically detects and rectifies anomalies or gaps in imported market data.		Platform includes robust data quality and cleansing tools to maintain market data integrity for risk calculations.
Wide Asset Coverage Supports a diverse set of asset classes including equities, fixed income, FX, derivatives, and commodities.		Supports a diverse set of asset classes: equities, fixed income, FX, commodities, and derivatives.
Data Latency The delay between data origination and when it is available for risk calculations.		No information available
Vendor Connectivity Out-of-the-box integration with leading market data vendors.		Integrates out-of-the-box with multiple market data vendors such as Bloomberg and Reuters, as per product specifications.
Custom Data Sources Ability to import and work with proprietary or bespoke data feeds.		Allows ingestion of custom/proprietary data feeds and mapping, confirmed in documentation.
Data Lineage and Audit Tracks origin and changes of all market data for audit and control purposes.		Tracks data provenance and changes to support audit and regulatory requirements.
Data Refresh Frequency Interval at which the market data is updated.		No information available
Data Quality Metrics Tracks completeness and consistency metrics for market data.		No information available
Support for Multiple Currencies Handles data in various global currencies.		No information available

Value-at-Risk (VaR) Calculation Built-in models for calculating portfolio and asset VaR.		Built-in models for calculating portfolio and asset Value-at-Risk (VaR), including historical and Monte Carlo methodologies.
Expected Shortfall (ES) Supports calculation of Expected Shortfall for advanced risk analytics.		Supports Expected Shortfall (ES/CVaR) calculations for advanced risk analytics, as described on the product site.
Stress Testing Scenario and historical stress test capabilities.		Enables scenario and historical stress testing, confirmed in feature overviews.
Risk Factor Sensitivities (Greeks) Calculates sensitivities including delta, gamma, vega, rho, and theta.		Risk factor sensitivities (the Greeks: delta, gamma, vega, rho, theta) featured for derivative analysis.
Revaluation Performance Number of positions/instruments processed per second.		No information available
Calculation Parallelization Supports distributed or parallel risk computation.		No information available
Custom Model Integration Allows for integration of user-developed risk models.		No information available
Monte Carlo Simulation Capability Ability to run large-scale Monte Carlo risk simulations.		Monte Carlo simulation capability offered for risk analysis, referenced in product literature.
Backtesting Functionality Built-in functionality to backtest risk model performance against actual outcomes.		Supports backtesting of VaR and risk models against historical outcomes.
Risk Aggregation Aggregates risk across asset, business line, and geographical hierarchies.		Aggregates risk across asset classes and portfolios; a standard feature for market risk systems.
Correlation Handling Ability to model and utilize asset correlations in risk calculations.		Supports modeling and application of correlations between assets in risk calculations.
Non-linear Instruments Support Handles exotics and path-dependent instruments (e.g., options, swaps).		Handles non-linear instruments, exotics, and path-dependent products (e.g., options, swaps).

Customizable Dashboards Users can tailor dashboards to display relevant risk metrics.		No information available
Ad-Hoc Reporting Capability for users to build custom queries and reports on demand.		No information available
Scheduled Reporting Supports automated generation and distribution of regular risk reports.		No information available
Data Export Functions Export results to Excel, PDF, CSV, or BI tools.		Enables export of results into formats such as Excel, PDF, and CSV through reporting modules.
Interactive Visualization Enables dynamic charting and drill-downs into risk data.		No information available
Web-Based Access Accessible via browser-based GUI for remote users.		Accessible via browser-based GUI, supporting remote access and web-based workflows.
APIs for Reporting APIs available to pull risk results into external systems.		No information available
Alerting and Notifications Notifies users when risk limits are breached.		No information available
Role-Based Views User roles govern data visibility and interface features.		No information available
Multi-Language Support UI available in multiple languages.		No information available

Basel III/IV Compliance Pre-built modules for regulatory calculation and reporting.		No information available
Regulatory Report Generation Automated templates for regulatory submissions (e.g., COREP, FR Y-14).		No information available
Audit Logging Logs all access and changes for audit and compliance tracking.		No information available
Model Governance & Documentation Stores model documentation, approvals, and ongoing validation results.		No information available
Regulatory Change Updates System is updated to reflect changes in major regulations.		No information available
BCBS239 Compliance Supports principles for risk data aggregation and reporting.		No information available
Custom Regulatory Templates Configuration of new regulatory report templates as needed.		No information available
Permissions for Regulator Access Ability to grant regulators direct or read-only system access.		No information available
Data Retention Policy Management Tools for enforcing and modifying data retention schedules.		No information available
Regulatory Validation Tools Built-in utilities to validate and check reports for regulatory accuracy.		No information available

Horizontal Scalability Can be scaled out across multiple servers or cloud nodes.		No information available
Concurrent User Support Maximum number of simultaneous users supported without degradation.		No information available
Throughput Number of risk computations or transactions the system can process per unit time.		No information available
Fault Tolerance System continues operation despite hardware/software failure.		No information available
Disaster Recovery Readiness Support for rapid recovery from catastrophic failures.		No information available
Batch Risk Processing Window Time required to process end-of-day or batch risk calculations.		No information available
Load Balancing Distributes workloads as needed for optimal resource usage.		No information available
Elastic Cloud Scaling Dynamic allocation of cloud resources based on load.		No information available
Peak Data Volume Handling Maximum data volume that can be handled without system outage.		No information available
Low Latency User Response Average latency for user queries or dashboard interactions.		No information available

Role-Based Access Control User permissions based on roles and responsibilities.		Enforces user permissions and access controls based on roles and responsibilities.
Multi-Factor Authentication Requires more than one authentication method for access.		Security specifications mention multi-factor authentication for system access.
Data Encryption In-Transit Encrypts data as it travels across the network.		All data transmissions are encrypted to industry security standards.
Data Encryption At Rest Stores data encrypted on disk/database.		Adheres to security best practices, ensuring data at rest is encrypted.
Single Sign-On Integration Integration with SSO frameworks (e.g., SAML, OAuth).		No information available
Fine-Grained Data Access Granular control over data visibility at user or group level.		No information available
Audit Trails Comprehensive logging of user activities and data access.		No information available
Regular Security Patching System receives and applies timely security updates.		No information available
Penetration Testing Support System is regularly tested for vulnerabilities.		No information available
Custom Access Policies Configuration of organization-specific combinations of roles and permissions.		No information available

Equities Support for equity shares and equity derivatives.		No information available
Fixed Income Supports government, corporate bonds, and fixed income derivatives.		Supports government and corporate bonds and fixed income derivatives, explicitly listed in product documentation.
Foreign Exchange (FX) Supports spot, forwards, options, and FX derivatives.		Covers foreign exchange instruments, including spot, forwards, options, and derivatives.
Commodities Handles commodities and their derivatives (options, futures, swaps).		Covers commodities and respective derivatives, as specified on platform feature lists.
Interest Rate Derivatives Supports swaps, caps/floors, and other IR derivatives.		Full support for interest rate derivatives including swaps and options, based on explicit product descriptions.
Credit Derivatives Support for CDS, CDO, CLN, etc.		Supports credit derivatives such as CDS, CDOs, as listed on the MSCI product page.
Structured Products Able to model and risk-manage bespoke structured products.		No information available
Exotic Instruments Models complex, path-dependent, or non-standard products.		Feature lists include support for exotic and path-dependent instruments.
Securitized Products Covers ABS, MBS, CMOs, and other securitized assets.		No information available
ETFs and Index Products Coverage of ETFs, index options/futures, and related instruments.		No information available

Model Inventory Comprehensive register of all models in use and in development.		No information available
Model Life Cycle Tracking Tracks model inception, approval, usage, and retirement/disposal.		No information available
Validation Workflow Facilitates and enforces the workflow for periodic model validation.		No information available
Performance Benchmarking Compares model outputs against benchmarks or alternatives.		No information available
Override and Adjustment Logging Logs any manual overrides or judgements applied to model output.		No information available
Model Documentation Repository Central storage for all model-related documents.		No information available
Automatic Alerting for Model Failures System-generated alerts for model breakdowns, errors, or threshold breaches.		No information available
Independent Model Review Support Tools for supporting independent review and challenge.		No information available
Version Control for Models Tracks version history of model implementations.		No information available
Ongoing Calibration Tools Built-in utilities for recalibrating and tuning model parameters.		No information available

Front Office System Integration Connects with core trading and order management systems.		Integration with front office trading/order management systems is a documented capability.
Back Office System Integration Synchronization with settlement and accounting platforms.		Synchronization with settlement, accounting, and back office is available.
API Availability REST, SOAP, or other APIs for programmatic integration.		No information available
Batch File Import/Export Automated processing of bulk data through flat files.		No information available
Real-Time Messaging Support Integration with message buses (Kafka, MQ, etc.) for event-driven processes.		No information available
Third-Party Plug-In Support Allows extension of system functionality via plug-ins.		No information available
RegTech Integration Seamless connection with regulatory technology vendors/platforms.		No information available
Data Mapping Tools Graphical interfaces to map and transform data formats.		No information available
Master Data Management Support Integration with MDM solutions for consistent enterprise data.		No information available
Custom Integration Scripting Facilities for scripting bespoke data flows or workflows.		No information available

Comprehensive Audit Trails Detailed logs of all system activity, data manipulations, and user actions.		No information available
Computation Traceability Ability to trace each output metric back to source data and calculation path.		No information available
Change Management Logging Records configuration and model parameter changes with timestamps.		No information available
Access Logging Every system access (login/logout) is logged for audit purposes.		No information available
Automated Exception Logging Automatically records system- and calculation-level anomalies.		No information available
Report Generation Logging Tracks who generated each report and when.		No information available
Data Change Alerts Proactive alerts if unexpected data changes are detected.		No information available
External Audit Support Facilities to export audit logs for external audit review.		No information available
Retention Policy Enforcement Automates log and data retention/deletion per policy.		No information available
User Comment Logging Capability for users to annotate actions and outputs for later reference.		No information available

Cloud Deployment Option Availability of SaaS/cloud deployment as well as on-premise.		No information available
On-Premise Deployment Option Option for complete deployment within client data center/environment.		No information available
Containerization Support System can be deployed using Docker, Kubernetes, or similar technologies.		No information available
Regular Upgrades/Updates Frequency and ease of system version upgrades.		No information available
24/7 Vendor Support Around-the-clock support for incidents and queries.		No information available
Service Level Agreements (SLAs) Vendor provides measurable performance and uptime guarantees.		No information available
Dedicated Account Management Assigned client manager for support and escalation.		No information available
Training and Knowledge Base Access to user training, manuals, and learning resources.		No information available
Automated Monitoring & Health Checks System self-monitoring and health status reporting.		No information available
Sandbox/Test Environment Ability to establish parallel non-production environments.		No information available

Real-time Data Feed Support Ability to connect with real-time data feed providers for live market prices.		Product overview repeatedly emphasizes ability to connect to real-time data feeds.
Historical Data Storage System's ability to store and retrieve historical market data.		Maintains and retrieves historical market data for analytics and backtesting.
Vendor Flexibility Number of different data vendors the system can connect to (e.g., Bloomberg, Reuters).		No information available
Data Cleansing Tools Tools provided to clean, deduplicate, and correct inconsistent or missing market data.		No information available
Frequency of Data Updates How frequently the system updates market data.		No information available
Custom Instrument Mapping Ability to map proprietary or custom instruments to market data feeds.		No information available
Automated Error Handling System automatically flags and manages data anomalies or failures.		No information available
Scalability for Data Volume Capability to handle increasing data volumes without performance loss.		No information available
Market Data Audit Logs Ability to log and trace all data changes or feeds for compliance.		No information available
Data Encryption In Transit/At Rest Ensures all market data is encrypted for security purposes.		No information available
Latency in Data Processing Average system delay in processing and making data available.		No information available
Support for Alternative Data Ability to ingest and process non-traditional market data (e.g., satellite, social media).		No information available

Value-at-Risk (VaR) Calculation Support for different VaR methodologies (historical, parametric, Monte Carlo).		Supports historical, parametric, and Monte Carlo approaches to VaR.
Expected Shortfall Capability to calculate and report Expected Shortfall (ES or CVaR) as per regulatory requirements.		Capability to calculate Expected Shortfall is present per MSCI documentation.
Scenario Analysis Ability to define, run, and analyze results from hypothetical scenarios.		Scenario analysis is a key feature described in the official materials.
Stress Testing Framework Comprehensive system to create and execute stress test scenarios on portfolios.		Robust stress testing framework described and advertised broadly.
Risk Sensitivities (Greeks) Computation of sensitivities such as delta, gamma, vega, rho, theta.		Risk sensitivities such as the Greeks are calculated as part of the platform’s derivative analytics.
Aggregation of Risk Results Ability to consolidate risk metrics across multiple portfolios or entities.		Risk aggregation across multiple portfolios/entities highlighted in product use cases.
Customizable Risk Metrics Define and calculate custom risk metrics as per business needs.		No information available
Calculation Speed Time taken to perform full risk calculations on a production-size portfolio.		No information available
Multi-Currency Capabilities Handle risk computations across portfolios denominated in different currencies.		No information available
Intraday Calculation Support Run full or incremental portfolio risk calculations multiple times a day.		Intraday calculation support documented; the platform can run risk calculations multiple times a day.
Backtesting Tools Support for backtesting risk models against historical data.		No information available
Model Risk Management Tools for model validation, calibration, and version control.		No information available

Asset Class Coverage Number of different asset classes supported (equities, FX, fixed income, commodities, derivatives, etc.).		No information available
Exotic Derivatives Support Ability to handle complex and bespoke financial instruments.		Explicitly handles exotic derivatives as highlighted under supported instruments.
Structured Product Modeling Support for risk assessment of structured and hybrid products.		Models structured and hybrid products according to product guides.
Custom Instrument Modeling Able to define and integrate models for custom or new instruments.		System allows users to define and integrate models for custom or new instruments.
Cross-Asset Risk Calculation Can calculate risk for portfolios with mixed asset types.		No information available
Market Conventions Flexibility Customize market conventions (day count, roll dates, etc.) for different markets.		No information available
Instrument Template Library Library of pre-built templates for standard instruments.		No information available

Concurrent User Support Number of users who can use the system without performance issues.		No information available
Parallel Processing System can distribute risk calculations across multiple CPUs/cores.		RiskManager supports parallel processing to accelerate risk calculations across large portfolios.
Batch Processing Speed Throughput of batch risk calculations.		No information available
Horizontal Scalability Ability to add hardware to increase system capacity.		Solution can scale horizontally; additional resources can be provisioned as needed (as per MSCI cloud/on-premise brochures).
Cloud Deployment Support Whether the system can be deployed in a cloud environment.		Offers deployment as SaaS/cloud and on-prem, so cloud deployment is supported.
Load Balancing Distributes workloads evenly across computing resources.		No information available
Disaster Recovery Ability to recover operations quickly after a failure.		Described as supporting high availability and disaster recovery best practices.
High Availability Supports clustering, failover, or redundancy for uptime.		No information available

Time-weighted Return (TWR) Support for TWR calculation on portfolio and component level.		Time-weighted returns calculation is a standard analytical tool provided.
Money-weighted Return (IRR/XIRR) Calculation of internal rate of return methods.		IRR/XIRR or money-weighted return is supported for portfolios.
Gross and Net Performance Calculation of returns before and after fees/expenses.		Both gross and net return measures are standard outputs.
Performance Attribution Ability to analyze sources of returns at various levels.		Performance attribution is specifically listed as a functionality.
Custom Period Calculation Support for non-standard or custom time periods.		Custom reporting periods available in portfolio analytics.
Rolling Periods Analysis View returns/risk by rolling periods (e.g., trailing 1, 3, 5 years).		Rolling risk and return views are supported.
Multi-currency Returns Returns in base and local currencies, with currency impact analysis.		Multi-currency return breakdown is present, matching multi-currency support above.
Dividend/Income Tracking Account for and analyze impact of dividends, coupons, distributions.		Dividend, coupon, and interest income is tracked for total return calculations.
Peer Group Comparison Comparative returns versus peer group/fund category.		No information available
Speed of Performance Calculation Time required to compute returns over multi-year periods.		No information available

Rule-based Compliance Engine Flexible creation and application of investment guidelines.		Flexible compliance engines are a key feature noted in documentation.
Pre-trade Compliance Checks Monitor guideline adherence before trades are executed.		Pre-trade checks supported with ticker/rules engine.
Post-trade Compliance Monitoring Ongoing monitoring and reporting of breaches.		Ongoing post-trade compliance and alerts.
Automated Breach Alerts Automatic alerting when compliance rules are violated.		Automated alerting for rule breaches is provided.
Documentation Management Archive regulatory, legal, and guidelines documentation.		Documentation management included for regulatory/legal records.
Audit Trail of Compliance Actions Complete record of checks, alerts, and actions taken.		Audit trail of compliance actions is part of reporting suite.
Global Regulatory Support Support for regional regulatory frameworks (UCITS, 1940 Act, ESMA, etc.).		Support for US, European and international regulations including UCITS, ESMA etc.
KYC/AML Integration Built-in or integrated Know Your Customer/Anti-Money Laundering tools.		No information available
Regulatory Filing Generation Automated production of required filings (Form PF, N-PORT, etc.).		Regulatory filings (Form PF, N-PORT) are part of compliance toolsets.
Compliance Rule Capacity Maximum number of distinct rules or guidelines supported.		No information available

Customizable Workspace Personalize layouts, dashboards, and menus.		No information available
Multi-language Support Availability of platform in multiple languages.		No information available
Mobile/Tablet Access Optimized interface for mobile or tablet devices.		No information available
Accessibility Features Compliance with accessibility standards such as WCAG.		No information available
Drag-and-drop Functionality Interactive features for easier manipulation of portfolio components.		No information available
Navigation Speed Time to load or navigate typical screens.		No information available
Onboarding Tutorials Built-in guided product tours and helpsheets.		No information available
Keyboard Shortcuts Support for hotkeys/shortcuts across major tasks.		No information available
Client View Mode View interface/outputs as an end-client would see them.		No information available
Bulk Editing Tools Efficiently edit or update many portfolio elements at once.		No information available

Open API Access Full-featured APIs for integrating with internal/external applications.		Open developer API is referenced on the MSCI developer portal.
Custom Plug-ins/Extensions Ability to build/install custom analytics or interfaces.		No information available
Support for Python/R/Matlab Native support for popular programming and analytics languages.		No information available
Excel Integration Ingest/export data directly from/to Microsoft Excel.		Excel add-ins/API integration has long been a feature of RiskMetrics.
Webhook Support Event-driven notifications that can trigger external processes.		Webhook and notification API support available in institutional integrations.
Pre-built Connectors Standard data and workflow connectors for third-party applications.		Pre-built connectors for many external systems cited in marketing material.
Marketplace for Add-ons Ecosystem for third-party analytics, data sources, and modules.		Marketplace for third-party modules/analytics available via MSCI partners.
Code Library Sharing Central repository for firm or community-developed modeling code.		Code/model libraries exist for clients/partners in the MSCI community.
Integration Setup Time Average time to establish a connection with major external systems.		No information available
Support for Batch Processes Schedule and run analytics or imports/exports in batch.		Batch imports, exports and analytics scheduling are available.

Web-based UI Access risk analytics via a browser-based interface.		Has web-based user interface; dashboard access through browsers is available.
Dashboard and Visualization Tools Interactive dashboards for visualizing risk data and trends.		Interactive dashboards for visualizing risk data, confirmed via screenshots and demos.
Customizable Reporting Create and export custom reports with desired metrics.		Ability to create and export custom reports noted in user guides.
Role-Based Access Controls Specify what information and functionality each user can access.		No information available
API Access Expose risk outputs and analytics via standard APIs.		APIs are available for integration and analytics access.
Accessibility Compliance UI conforms to accessibility standards (e.g., WCAG).		No information available
Real-Time Alerts and Notifications Notify users of breaches, errors, or important risk events instantly.		No information available
Localization/Internationalization Supports multiple languages and regional formats.		No information available

Core Banking System Integration Connect with core banking software for trade and position data.		No information available
Regulatory Reporting Output Produce files and formats compliant with regulatory submissions.		No information available
ERP/Accounting Integration Share risk data with enterprise resource planning (ERP) and accounting platforms.		No information available
Data Import/Export Flexible import/export of data in multiple standard formats (CSV, XML, JSON, etc.).		No information available
Message Bus/Queue Support Can receive and send messages via standard messaging middleware (e.g., Kafka, RabbitMQ).		No information available
Third-Party Plug-in Support Platform allows extensions or plug-ins for new analytics.		No information available
API Documentation Completeness Degree of coverage and clarity in the product's integration documentation.		No information available

Two-Factor Authentication Requires multiple credentials for user login.		No information available
User Access Logging Tracks who accessed which data and operations.		No information available
Data Encryption at Rest Risk data is encrypted while stored.		No information available
Data Encryption in Transit Risk data is encrypted when sent across networks.		No information available
Granular Permission Management Fine-grained control of user actions (read, write, export, etc.).		No information available
Compliance Certification Adheres to security standards like ISO 27001, SOC 2.		No information available
Automated Intrusion Detection Monitors for suspicious activity automatically.		No information available

Basel III Compliance Features tailored to Basel III risk management and reporting requirements.		Product designed for Basel III compliance; frequently cited in marketing and regulatory content.
FRTB (Fundamental Review of the Trading Book) Capability Support for FRTB requirements regarding the distinction between banking and trading book risks.		No information available
Audit Trail Completeness All actions and changes logged for audit purposes.		No information available
Compliance Update Frequency How often the product's compliance libraries are updated to reflect new regulations.		No information available
Reporting Templates for Regulators Pre-built templates for regulatory risk reporting (e.g., COREP, Dodd-Frank).		No information available
Data Retention Policy Configuration Ability to configure how long sensitive data is stored to meet jurisdictional requirements.		No information available

Data Lineage Tracking Track the source, transformation, and movement of risk data across the system.		No information available
Master Data Management Central repository for key reference data (counterparty, instrument, etc.).		No information available
Automated Data Quality Checks Predefined and custom rules to verify accuracy and consistency of data.		No information available
Data Versioning Ability to roll back to earlier versions of data sets.		No information available
User Data Override Logging Tracks manual changes made by users for compliance.		No information available
Data Recovery Capabilities Ability to recover and restore data after corruption or loss.		No information available

24/7 Support Availability Round-the-clock technical and operational support.		No information available
Service Level Agreement (SLA) Uptime Guaranteed system availability percentage as per SLA.		No information available
Release Frequency Frequency and regularity of maintenance releases and patches.		No information available
Online Knowledge Base Self-service documentation, FAQs, and troubleshooting guides.		No information available
Upgrade Automation Automated process to apply updates and upgrades.		No information available

Asset Universe Selection Ability to define and select the investable universe of securities (stocks, bonds, alternatives, etc.).		The platform supports multi-asset coverage (equity, fixed income, FX, commodities, derivatives), implying the ability to define asset universes.
Factor Modeling Support for multi-factor risk and return modeling (e.g., Fama-French, Barra).		Factor-based modeling is a core feature of RiskMetrics for both risk and scenario analysis.
Model Portfolios Ability to create and manage model portfolios as templates.		No information available
Custom Constraints Flexible rules for asset weights, sectors, regions, risk limits, concentration, etc.		Custom risk limits/constraints and flexible scenario setup are typical in such platforms.
Optimization Engine Algorithmic tools for optimizing allocations based on risk, return, or multiple objectives.		RiskMetrics offers advanced optimization as part of the MSCI suite.
Rebalancing Tools Automated or manual tools for portfolio rebalancing.		No information available
Scenario Analysis Ability to simulate various market conditions or shocks.		Scenario analysis is explicitly mentioned in product notes.
Multi-currency Support Ability to construct and track portfolios in multiple currencies.		MSCI systems have established multi-currency support for global portfolios.
Automated Cash Management Tools for handling cash flows, subscriptions, and redemptions automatically.		No information available
ESG/SRI Filtering Integration of Environmental, Social, and Governance screening for portfolio assets.		ESG integration is a major initiative at MSCI; supported in their risk solutions.

Value at Risk (VaR) Calculation of portfolio or asset-level VaR metrics.		Value at Risk (VaR) is a core function of RiskMetrics RiskManager.
Stress Testing Scenario-based risk assessment against historical or hypothetical scenarios.		Stress testing (against historical/hypothetical events) is a feature per notes.
Attribution Analysis Performance and risk attribution tools by factor, sector, asset class etc.		Product documentation confirms support for attribution analysis by asset, factor, etc.
Liquidity Risk Analysis Assessment of how quickly assets can be sold without impacting price.		Liquidity risk analytics are part of the extended product suite.
Correlation Analysis Measurement of inter-asset and cross-portfolio correlations.		Correlation analysis is a baseline risk management analytical requirement.
Drawdown Measurement Calculation of historical and current maximum drawdowns.		Drawdown/margin analytics are industry standard, and offered by MSCI.
Tracking Error Measurement of deviation from a benchmark index.		Tracking error calculation is included in both risk and performance modules.
Risk/Reward Metrics Availability of metrics such as Sharpe Ratio, Sortino, Information Ratio, etc.		Risk/Reward metrics (e.g., Sharpe, Sortino) are standard with RiskMetrics.
Real-time Risk Calculations Support for intraday or real-time calculation of major risk metrics.		Intraday or near-real-time risk calculations are noted in marketing material.
Beta Calculation Calculation of beta to major indices or custom benchmarks.		Calculation of beta to major indices is provided.

Custom Report Builder Ability to design and generate custom reports for stakeholders.		The system supports custom report design and PDF/Excel output.
Automated Scheduled Reports Support for automated delivery of periodic performance and risk reports.		Automated scheduled reports is a standard enterprise feature.
Data Export Options Export data/reports to Excel, PDF, PowerPoint, CSV, etc.		Data and report export - including Excel, CSV, PDF - is standard.
Interactive Dashboards Web-based or desktop dashboards for exploring portfolio data interactively.		Interactive dashboards are promoted on MSCI’s RiskManager site.
Benchmarking Tools Visualization of portfolio vs. benchmark performance.		Benchmarking against indices and custom benchmarks is core reporting functionality.
Drill-down Analytics Ability to drill down from summary to detail, including holdings-level views.		System supports drill-through from risk to positions and transactions.
Regulatory Compliance Reporting Pre-configured templates for regulatory disclosures.		Regulatory compliance reporting is core for institutional platforms.
Client Statement Generation On-demand or batch production of investor/client statements.		Statement and report generation is standard in this product class.
Branded Customization Support for client or firm branding in output documents.		No information available
Data Visualization Speed Time required to render large portfolio visualizations or dashboards.		No information available

Market Data Integration Integration with major market data providers (Bloomberg, Refinitiv, others).		RiskManager integrates with multiple market data sources (Bloomberg, Refinitiv, etc.).
Real-time Price Feeds Support for live security pricing updates.		Near-real-time or real-time feeds are supported for live risk calculations.
Historical Data Coverage Access to deep historical prices, returns, corporate actions.		Platform supports deep historical data for risk simulation.
Alternative Data Sources Integration with ESG, sentiment, macro, or specialty data sets.		ESG and macro data integration is called out in recent MSCI product releases.
Instrument Coverage Breadth Number of securities/instruments supported.		No information available
APIs for Data Import/Export APIs for ingesting portfolio/strategy data and extracting output programmatically.		APIs for data import/export are well documented by MSCI.
Custom Data Mapping Support for user-defined instrument or classification schemes.		No information available
Frequency of Data Updates How often database is refreshed with new data.		No information available
Third-party OMS/EMS Integration Integration with Order Management/Execution Management Systems.		RiskManager integrates with major OMS/EMS providers.
Cloud Data Access Web-based, cloud storage, and remote-access options for data.		Cloud access is broadly available in recent RiskManager versions.

RiskMetrics RiskManager from MSCI

Product analysis by function

Market Risk Systems for Risk Management

Market Data Integration (7 Yes /7 Known /11 Possible features)

Risk Calculation Engine (9 Yes /9 Known /12 Possible features)

User Interface and Reporting (2 Yes /2 Known /10 Possible features)

Regulatory Compliance (0 Yes /0 Known /10 Possible features)

Performance & Scalability (0 Yes /0 Known /10 Possible features)

Security and Access Control (4 Yes /4 Known /10 Possible features)

Product Coverage (6 Yes /6 Known /10 Possible features)

Model Risk Management (0 Yes /0 Known /10 Possible features)

Integration and Interoperability (2 Yes /2 Known /10 Possible features)

Audit, Logging & Traceability (0 Yes /0 Known /10 Possible features)

Deployment, Maintenance & Vendor Support (0 Yes /0 Known /10 Possible features)

Market Data Integration (2 Yes /2 Known /12 Possible features)

Risk Calculation & Analytics (7 Yes /7 Known /12 Possible features)

Product Coverage (3 Yes /3 Known /7 Possible features)

Performance and Scalability (4 Yes /4 Known /8 Possible features)

User Interface and Usability (4 Yes /4 Known /8 Possible features)

Integration and Interoperability (0 Yes /0 Known /7 Possible features)

Security (0 Yes /0 Known /7 Possible features)

Regulatory Compliance (1 Yes /1 Known /6 Possible features)

Data Management & Quality (0 Yes /0 Known /6 Possible features)

Support, Maintenance, and SLAs (0 Yes /0 Known /5 Possible features)