Excerpt

Risk analysis and attribution

Excerpt is an easy-to-use equity risk portfolio analysis program. Excerpt provides many different reports for the analysis of single or multiple portfolios, any of which can be customised to specific requirements.

Key features:

• 60,000 securities & indices covered in 60 regional & country models
• Analyses long only and long-short portfolios
• Summary reports jointly analyse 10’s or 100’s of portfolios
• Forecasting option using input scenarios or implied volatilities
• Can incorporate user’s proprietary risk attributes or benchmarks
• Reports produced as dynamic Excel workbooks for real time modification
• User-friendly reports are instantly accessible by anyone with basic Excel skills
• Minimal training requirement