Asset managers, funds & wealth

Portfolio risk and investment governance, quantified and governed.

VaR, expected shortfall and stress testing across portfolios, SR 11-7 governance for valuation and allocation models, plus conduct and third-party risk — so investment risk and compliance share one trail.

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Portfolio Risk Lab

Live

Portfolio VaR (99%)

$42M

Expected shortfall

$61M

Sharpe

1.34

↑+0.08

Models current

100%

Stressed VaR, last 20 sessions

Trend

GeneSecure serves asset managers, funds and wealth platforms with institutional portfolio analytics (VaR, expected shortfall, Sharpe, beta, factor and stress analysis), governed model risk for valuation and allocation models under SR 11-7, and conduct and third-party risk. Assumptions are versioned and runs reproducible, so investment-risk numbers are explainable to investment committees and regulators alike.

0,000sof scenarios per stress cycle

Portfolios are stressed across thousands of macro and tail scenarios with reproducible, governed assumptions.

Illustrative, capability-framed outcome — your results depend on your data, scope and configuration.

The Asset Management risk signature

The pressures that define Asset Management

Every Asset Management programme answers to a distinct set of loss modes and regulators. GeneSecure maps both onto one governed core — so a single control test can satisfy many of them at once.

Portfolio tail risk and drawdown

under stress

Valuation and allocation model risk

Liquidity mismatch in funds

Regulatory reporting accuracy (Form PF, MiFID II)

Conduct, best-execution

and suitability obligations

Outsourcing and key-vendor concentration

Regulators & regimes

Mapped to one control library

Obligations from each regime auto-map to shared controls, so evidence collected once satisfies many frameworks at audit time.

SEC / Form PF
MiFID II
SR 11-7
AIFMD
COSO ERM

The modules behind it

Built for Asset Management, on one governed core

Each module is composable and shares the same data fabric, Cortex AI brain and evidence ledger — so coverage compounds across the vertical instead of fragmenting.

Financial Risk

VaR, liquidity stress and credit exposure in one command center.

Model Risk & AI Governance

Govern every model — statistical or AI — from one register.

Risk Management

An AI-native ERM loop that detects, predicts and auto-remediates.

Compliance

Map a control once, prove it everywhere — continuously.

Vendor & Third-Party Risk

Onboard, assess and continuously monitor every vendor.

FAQ

Asset Management risk, clarified

The questions Asset Management risk, compliance and finance leaders ask most.

VaR, expected shortfall, stressed VaR, Sharpe, beta, factor decomposition and contribution analysis, plus GARCH, copula and extreme-value techniques from the institutional quant library.

Yes — valuation, allocation and other quantitative models sit in an SR 11-7 register with independent validation, backtesting and drift monitoring, and AI/ML models gain bias and explainability controls.

Assumptions are versioned and every run is reproducible, so VaR, expected shortfall and stress results trace back to their inputs and are defensible to investment committees and regulators alike.

Liquidity stress and survival-horizon analysis show how funds hold up under redemption and market stress, with limits and breach workflows for the investment-risk committee.

Yes — conduct, suitability and best-execution obligations map into continuous compliance, with findings routed to owners and evidenced on the audit trail.

Explore the modules

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Resilience built for Asset Management

See GeneSecure mapped to your Asset Management regulators, risks and workflows in a working environment — in one session.