Firm-Wide Risk Visibility
for Single & Multi-Manager Funds
See your complete risk picture. Aggregate positions from every PM, every system, every asset class — in one unified view.
RISKCORE
RISKCORE
Connects to your existing systems
The Multi-Book Risk Challenge
Understanding the firm-wide risk across multiple books shouldn't require a PhD in spreadsheet gymnastics.
Siloed Systems
Manual Aggregation
Delayed Visibility
No Correlation
Data Silos everywhere.
Multi-manager hedge funds have PMs using different systems which results in no single source of truth.
PM Alpha
Bloomberg PORT
(.xlsx exports)
PM Beta
Enfusion
(REST API)
PM Gamma
Eze Eclipse
(FIX messages)
PM Delta
Excel + Python
(CSV files)
PM Epsilon
Axioma
(Proprietary)
PM Alpha
Bloomberg PORT
(.xlsx exports)
PM Beta
Enfusion
(REST API)
PM Gamma
Eze Eclipse
(FIX messages)
PM Delta
Excel + Python
(CSV files)
PM Epsilon
Axioma
(Proprietary)
CRO: No Unified View
No single source of truth
Risk data in 5+ systems
“Exposure” defined differently
IDs don't match
CRO
No Unified View
No single source of truth
Risk data in 5+ disconnected systems
Each system defines “exposure” differently
Identifiers don't match (CUSIP / ISIN / SEDOL)
No Platform Connects What You Already Have.
Every platform is built to replace, not to integrate.
“Fragmentation is not just an operational nuisance. It is a structural drag on alpha generation, execution quality, and risk control.” — KX
Hours on Questions. Weeks on Compliance.
Fragmented data turns simple tasks into time-consuming ordeals - whether it's answering a risk question or filing a regulatory report.
Daily Pain
Risk Questions
Export from Bloomberg PORT
30 minExport from Enfusion
20 minMap ticker formats
45 minReconcile identifiers
30 minBuild pivot tables
30 min≈ $200/day in analyst time
What's our total exposure to NVDA?
2 hours needed
Are any PMs taking offsetting positions?
4 hours needed
What's our firm-wide VaR right now?
requires days
Quarterly Pain
Regulatory Filings
Request data from each PM
2-3 daysNormalize formats manually
1-2 daysAggregate in Excel
1 dayValidate & correct errors
2-3 daysSubmit filing
1 day≈ $8,000/filing in analyst time
SEC
EU
SEC
FED
The Real Cost
Fragmented Data
$200K+ annual labor cost
Dedicated to data wrangling
750+ hours wasted annually
On manual aggregation
High error risk
Manual processes fail
Delayed decision making
Markets don't wait
Hidden Correlations Kill Funds
When books sit in different systems with different metrics, correlation becomes invisible - until it's too late.
Do you know the correlation between Book A and Book B right now?
Hours of manual data export, normalization, and calculation
What's your firm-wide beta to the S&P 500?
Impossible without aggregating positions from 5+ systems
What hedge ratio do you need to offset sector concentration?
Days to gather data, build model, validate results
Cross-Book Correlation
What Do You Actually Know?
| Alpha | Beta | Gamma | Delta | Macro | Quant | |
|---|---|---|---|---|---|---|
| Alpha | 1.0 | ? | 0.3 | ? | ? | -0.2 |
| Beta | ? | 1.0 | ? | 0.6 | ? | ? |
| Gamma | 0.3 | ? | 1.0 | ? | -0.4 | ? |
| Delta | ? | 0.6 | ? | 1.0 | ? | 0.7 |
| Macro | ? | ? | -0.4 | ? | 1.0 | ? |
| Quant | -0.2 | ? | ? | 0.7 | ? | 1.0 |
The Real Cost
Flying Blind
No real-time correlation view
You don't know how books move together
Can't calculate hedge ratios
Overlay portfolio is guesswork
Days to answer simple questions
By then, the market has moved
"We've been trying to build this internally for years. The fact that someone finally understands the multi-PM aggregation problem and is solving it properly — we had to get involved."
CRO•$2.4B Multi-Manager Fund
Tired of fragmented risk data? See how RISKCORE can help.
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