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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.
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.
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.