Gresham partners with clients globally to help them meet their risk challenges. Whether from owning portfolios of distressed legacy assets acquired prior to the financial crisis, or dealing with new regulatory requirements such as Dodd-Frank, BASEL 3, or Solvency II, many clients have found it beneficial to seek the expert and independent counsel of third parties such as Gresham.
Greshamâ€™s extensive emphasis on, and unparalleled investment into analytics over the last decade provides the firm with a highly detailed library of quantitative and qualitative risk tools. Our team continuously tests, updates and expands our offerings for our clients so that they are receiving the most advanced and proven solutions. An emphasis on granular and bottom-up analysis includes volatility and liquidity measures, multi-asset pricing models, and highly automated and integrated reporting. Portfolio level metrics include exposure reporting, performance attribution, VaR assessment under customized scenarios, and liquidity risk analysis, among other risk management tools. Â
Gresham has developed and licensed proprietary models on behalf of institutional clients. Each clientâ€™s project is tailored to their specific risk needs, be it for enterprise, asset or sector risks or satisfying board, accounting or regulatory requirements. Our team has the capability to take over portfolios with millions of line items and report, optimize, and effectively manage those risks.