Our platform

UBS Delta is a cross-asset portfolio and risk analytics platform providing institutional investors with critical portfolio insights and enabling them to identify key drivers of risk and performance.

The platform delivers in-depth insights into portfolio performance and risk, enabling you to make informed investment decisions. With advanced performance attribution, granular risk analysis, reporting tools and a user-friendly interface, UBS Delta empowers you to optimize your strategy and enhance your investment and risk management process.

Analytics

Access a next-gen credit curve library, analyze key rates and sensitivities, and perform Solvency II SCR analysis efficiently.

Risk Management

Leverage advanced global risk models, including Historical VaR and Monte Carlo simulations, to gain comprehensive insights into portfolio risk. Enrich your risk framework with flexible scenario analysis, including full revaluation, historical and predictive.

Performance Attribution

Evaluate returns using transaction and holdings-based attribution methods, apply advanced Fixed Income attribution, and back-test strategies while managing workflows with audit tools.

ALM Solutions

Monitor asset cashflow and liabilities, generate overlay strategies, and analyze counterparty and collateral data.

Portfolio Construction

Automation of investible universe with our screening tools. Utilize what-if analysis and hedging strategies for informed investment decision-making and risk management process.

Data Hub

Leverage multi-asset data, map parent companies with precision, define client-specific metrics, and create bespoke scores and rules effortlessly.

Our solutions

UBS Delta offers a comprehensive suite of tools to help you manage portfolio risk, evaluate performance, and gain deeper insights. From advanced VaR models and stress testing to flexible attribution methods, our platform supports confident, data-driven decisions.

With next-gen analytics, customizable reporting, and seamless integration, UBS Delta ensures transparency, accuracy, and efficiency across your investment and risk management workflows. 

Risk management

Utilize advanced cross-asset risk models, including Historical, Parametric, and Monte Carlo VaR, decomposing risk metrics by category or market risk factors, to help you gain an in-depth understanding of the sources of risk, providing a precise assessment of the risk profile of your portfolio. Additionally, leverage a range of stress testing approaches, using pre-defined or tailormade scenarios to assess how your portfolio may react under different market events.

Key risk metrics such as Key Rate Durations and sensitivities give a clearer picture into how interest rate changes affect your portfolio, helping you make informed decisions. 

  • Risk attribution

  • Performance attribution

  • Market Data & Analytics

  • Reporting

  • Accessibility

Performance Attribution

Choose between transaction-based or holdings-based performance attribution, giving you the flexibility to assess how individual trades or positions contribute to your portfolio’s overall performance. In addition, Delta's fixed income attribution models provide a deeper analysis of bond portfolios, ensuring performance is accurately reported and explained.

Incorporate “end of day” prices to improve the overall quality and accuracy of your performance analysis, ensuring timely and relevant insights into your portfolio’s performance.

 

 

Market Data & Analytics

UBS Delta’s next-generation Credit Curves offer accurate pricing and risk analysis across a broad spectrum of asset classes, giving you access to cutting-edge tools for better decision-making. Access the portfolio slice and dice feature and break your portfolio down into specific segments giving you a greater understanding of individual components. 

Take advantage of Delta's fund look-through framework and analyze underlying assets in your investment funds, giving you further transparency and deeper insights into your risk exposure.

Customizable Analytics library

Tailored insights, enabling you to focus on specific market segments and asset classes.

Delta Credit Curves

Accurate pricing and risk analysis across a wide range of asset classes, cutting edge tools for more informed decision making.

Regulatory Analytics

Ensures compliance with major regulatory frameworks, including Solvency II and SCR analytics.

Portfolio slice and dice

Break down your portfolio into specific segments, highly detailed analysis and reporting on individual components.

Reporting & Accessibility

Access a range of reporting templates that let you customize reports for your various needs from ALM, Risk to Performance or Compliance enhancing the accuracy of your portfolio monitoring. Take advantage of automated self-managed delivery tools to ensure reports are available when needed.

Seamless integration via SFTP and REST API allows your systems to interface with our platform smoothly, enabling a fully automated end-to-end with minimal manual intervention.

Features

Access a wide range of tools helping you assess your portfolio exposure and tailor your analysis using user-defined strategies to compare risk and performance side-by-side.

Select between transaction based and performance-based attributions to break down and analyze your portfolio performance. Run multiple risk models simultaneously and adjust scenarios to help quickly respond to changing market conditions.

Accurate risk and performance measurements, helping you track specific performance and risk factors aligned to your portfolio. Use credit curves and advanced analytics tools for accurate security pricing, risk assessment, and performance evaluations as well as ensuring you are compliant with major regulatory frameworks such as Solvency II and UCITS, AIFMD.

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Tailored analysis

Tailor your analysis and use user-defined strategies to compare risk and performance side-by-side.

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Measure performance

Select between transaction based and holdings-based performance attribution to break down portfolio performance.

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Smarter decisions

Use accurate risk and performance metrics to track specific performance and risk factors.

Who uses UBS Delta?

 

Designed to meet a wide range of client needs, UBS Delta is currently used globally by Asset Managers, Hedge Funds, Asset Owners, Pension Funds, Insurers, Family Offices, Sovereign Wealth Funds, Wealth Management, Central Banks, Banks, and Brokers/Dealers.

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