A news release said the offering is designed to monitor cross-asset risk premiums in order to help institutional investors manage portfolio uncertainty and optimize investment performance.
The company said the application monitors the risk premiums and volatility in U.S. and global equities, commodities, foreign exchange, credit default swaps, sovereign spreads, and interest rates.
“A defining lesson of the financial crisis has been the high level of asset price correlation in times of macro uncertainty,” said Dean Curnutt, CEO of MRA, in the news release. “Our risk dashboard provides institutional investors with a powerful tool that identifies the linkages across asset classes, puts risk premiums in historical context, and serves as a guide post for prudent portfolio risk management.”
More information is at www.macroriskadvisors.com .