Deutsche Börse launches web portal for portfolio risk assessment

Deutsche Börse launches web portal for portfolio risk assessment

Objective key risk figures available online for asset managers and investors

Deutsche Börse’s SENSIS® data product has been available via its own web portal since Monday. SENSIS supplies investors and investment advisors with objective key indicators for systematic risk measurement of tradable investments.

Internet users can run through their own investment scenarios at www.sensis-data.com, and optimize investment portfolios or investment recommendations in line with their personal willingness to take risks.

Deutsche Börse calculates these figures as a neutral provider, thereby providing asset managers, advisors and investors with particularly easy access to securities risks without them having to install additional software. The SENSIS data, which is updated daily, provides the risk profile of individual securities, including funds and bonds, or of entire investment portfolios. Risk concentrations are instantly identifiable in diagrams.

SENSIS key risk figures (also known as sensitivity analyses) are calculated for each security, i.e. per ISIN. The analyses include influential factors such as currencies, interest rates and commodities prices. The customer accordingly receives up to 30 indicators per single share. This enables the identification of critical risk components in the portfolio that either increase investment risk or decrease diversification. The expanded data package contains additional standardized risk parameters for simplified determination of value at risk, the standard risk measure for portfolios. Defined individual risk parameters can also be taken into account for client-specific calculations.

As last year, Deutsche Börse Market Data & Analytics in cooperation with Private Banking Prüfinstanz, has successfully used SENSIS key indicators to analyze portfolio recommendations from 55 asset managers. The results will be summarized in the FUCHSBRIEFE report “TOPS – The best asset managers 2010”.

Interested parties can test the SENSIS portal for four weeks free of charge, and download the results. Further information is available at www.sensis-data.com and on the Deutsche Börse website at www.deutsche-boerse.com/sensis.