Services / Risk Audit

Red Swan provides ongoing risk auditing services, including:

  • Level 1

    Analysis of
    RiskMetrics log files

    • Classify security types by model
    • Detect errors by category
    • Identify changes to models
  • Level 2

    risk reports

    • Reconcile reports with risk statistic output from RiskManager
    • Identify any transformation errors
    • Identify any classification mistakes
  • Level 3

    Review modeling

    • Analyze RML input and output files
    • Identify mapping rules by security type
    • Identify any deficiencies in model configurations

The audit service provides an independent review of your risk reporting process, together with any deficiencies identified and recommended remediation steps. This will help ensure that your positions are properly represented in risk reports. It will also help assure investors that no glaring mistakes have been made in the risk reporting they receive either though error or omission.

Promotional Offer

Get your first 6 months of Red Swan service free when you sign-up for 1 year of risk auditing.

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For a demonstration of our software