Deutsche Börse offers standardized key indicators for risk measurement
New SENSIS data product is first to offer asset managers and investors easily accessible risk information for portfolio decisions
"With the SENSIS key indicators, investors can very easily decide which securities match the desired risk profile and should be included in the portfolio, and which ones should be removed. Fund managers, advisors and investors can now perform professional risk management similar to large banks and insurance companies, without having to buy complex and expensive software," said Holger Wohlenberg, Managing Director of Deutsche Börse Market Data & Analytics.
SENSIS key risk figures (also known as sensitivity analyses) are calculated for each security on ISIN basis. Influential risk factors such as currencies, interest rates and commodity prices are used in the calculation. The customer receives up to 30 indicators per single security. This enables the identification of critical components in the portfolio that either increase investment risk or distort diversification. The expanded data package contains additional parameters of unsystematic risk for simplified determination of value at risk, the standard risk measure in finance. Customers can specify individual risk parameters to be taken into account in the calculation.
In cooperation with Private Banking Prüfinstanz, Deutsche Börse Market Data & Analytics has successfully used SENSIS to analyze portfolio recommendations from 15 asset managers. The results are summarized in the FUCHSBRIEFE report "Tops 2009: Providing for your family - asset management in the FUCHSBRIEFE test".
The SENSIS data product is available for downloading via an FTP server by subscription. The data is updated on a daily basis. Further information and test data can be found at www.deutsche-boerse.com/....
Gruppe Deutsche Börse AG
Deutsche Börse Market Data & Analytics collects, refines and disseminates capital market-relevant data. The product range includes price data, trading statistics, analyses, master data and approximately 2,600 indices which document what is happening on the international financial markets and make it transparent.