Quantifying risk and performance

UBS Delta : Quantifying Risk and Performance

About us

UBS Delta is our award-winning1 portfolio analysis and risk management system that enables clients to measure risk and performance across fixed income, commodities, equities and FX.  

Our aim is to deliver excellence in innovation through a dedicated, highly accessible service; creative thinking supported by the latest technology.

UBS Delta is one of very few multi-asset risk and performance vendors with origins as a front-office fixed income analytics tool. Our primary differentiators remain fixed income risk and attribution, built on market-leading curves, and supported by excellent client service, flexible reporting and a hosted infrastructure optimised for on-the-fly analysis. Today, UBS Delta is a fully-fledged multi-asset risk and performance tool geared for use in middle- and front-office, across Equities, Fixed Income and alternative asset classes.

  • Currently used by over 130 institutional investors including insurance companies, asset managers, pension schemes, hedge funds, private banks and family offices, custodians and consultants.
  • Provides flexible daily risk reporting, VaR and tracking error analysis, stress testing, return attribution, market analytics and curves, portfolio hedging and optimization.
  • Premium functionality includes Regulatory Reporting (Solvency II, AIFMD), Liquidity Analysis (transaction cost analysis) and our market-leading name-specific D-Curves (PDF, 1 MB)* for credit risk measurement, valuation and collateral analysis.
  • Built to fit in and improve current workflow processes by providing significant automation capabilities. We are able to offer bespoke client reporting, which either can be scheduled or generated by the client using our reporting dashboard.
  • Support is provided by market practitioners with extensive experience in both Fixed Income and Equities.
  • Strong client feedback loop generated through dedicated client service and wider annual user groups, both of which are used to tailor further product development.
  • Recent updates include:
    • New & Improved performance measurement and attribution workflow process, including saving and approving returns to ensure repeatability.
    • Key updates to the existing Xrisk model, expanding further our equity style factors and including proportional spread drivers.

Contact us

General enquiries
Tel +44-20-7567 2144
delta@ubs.com

Client login

To find out more, or learn how UBS Delta can work for you, contact us at delta@ubs.com.

Upcoming events

Demonstrations

The UBS Delta team are always happy to demonstrate the system to new clients, please contact delta@ubs.com if you would like a demonstration.

Latest news

Latest news

Quaternion Risk Management collaborates with UBS Delta to deliver CVA Service launched today.

For more information please read the press release (PDF, 64 KB).

1Insurance Risk 2015, WatersTechnology 2015