Pensato Capital Tabs Imagine for Risk Management


Imagine Software's solution provides portfolio attribution and risk analytics, all on a cloud.

London-based investment management firm Pensato Capital has opted to replace its internal risk management system with one from Imagine Software.

"As an external, industry-proven system that could deploy quickly, easily incorporate our data, and provide a global security master and other critical data components, Imagine was precisely what we required," says Ed Rumble, assistant portfolio manager at Pensato. "Additionally, Imagine's cloud-based system satisfies our crucial disaster recovery requirements, and its investor reporting capabilities are more than sufficient for our needs."

Pensato was looking for real-time and historical portfolio attribution, including the ability to produce beta-adjusted intraday profit-and-loss (P&L), which could then be sliced and diced by sector, counterparty, liquidity, and market cap across positions over a period of time. The firm required risk analytics that encompass Value at Risk, volatility, custom stress testing, and historical simulations.

  • LinkedIn  
  • Save this article
  • Print this page