Features

Recent functional releases

  • Our new performance attribution workflow streamlines the way clients can calculate performance and use attribution – previously, especially in Fixed Income, most attribution tools couldn't guarantee replicated results, didn't have an audit and sign-off framework, which resulted in multiple systems being used in parallel. UBS Delta now integrates performance workflow, sign-off and powerful attribution tools.
  • The system allows clients to save and approve asset level results and sensitivities, to ensure these are reproducible at any time, independent of the way in which they choose to segment the portfolio. Attribution can now be re-sliced by any category without the need to recalculate the returns, making processing output much faster.
  • Our new XRisk model consists of a dynamic covariance matrix Parametric model, an upgraded Historical VaR model and a new Monte Carlo simulator. Our Parametric risk model allows clients to choose the calibration period and settings used to generate the covariance matrix, with the ability to add their own risk factors and extract the entire matrix for use outside of Delta, within clients own models.
  • Our XRisk model now also includes our own Equity Style factors.
  • Updates to our Solvency II functionality to include support for infrastructure bonds and loans as well as a turnover ratio for equities.

Cross asset (Fixed income, Equities, Commodities) web-based platform for:

  • Market data monitoring and analysis
  • Portfolio management and construction
  • Market risk modelling
  • Credit risk modelling
  • Counterparty risk modelling
  • Stress testing and scenario analysis
  • Performance measurement and attribution
  • Asset liability management
  • Complex portfolio optimization and restructuring

Automated reporting engine for bulk production of standard or bespoke:

  • Portfolio analysis
  • Risk reporting
  • Exposure reports
  • Asset-liability monitoring for pension schemes and insurance companies
  • Actuarial reporting
  • Solvency II reporting
  • Regulatory reporting
  • Mandate limits and risk triggers
  • Market intelligence - cross asset market monitors and rating agency changes

Services:

  • Individual client set-up and training
  • 24 hour client services and help desk - accessed by phone, email, chat
  • Bespoke analyses , such as pre-trade analyses, analysis of trading and hedging strategies, and portfolio optimization.
  • Bespoke reporting
  • Client webinars and online training materials
  • User days  and new user workshops
  • Seamless delivery - UBS Delta is available online, eliminating the need for expensive and time-consuming installation. The automatic portfolio upload capability and open architecture with multiple third party data and analytics feeds, easily integrate with clients' existing systems.