What is SENSIS®?
With the SENSIS®-model you can easily identify all relevant risk measures and performance contributions of all types of traded or non liquid investments – either in the context of a specific selection of markets, indices, factors or any kind of portfolios.
The SENSIS®-universe covers historical interactions of markets and securities of all asset classes and instrument types, no matter if stocks, bonds, funds or certificates. The SENSIS®-based figures and calculations engines provide a realistic foundation and time savings when you
- validate investment decisions
- optimise portfolios
- analyse transaction costs
- build scenarios to justify ependiture for overlay and hedging transactions
The efficiency of the model corresponds to highly professional and complex risk management systems – at a fraction of the installation and maintenance costs.
The SENSIS® model is used in:
- Markets: intelligent compression of public available data to meaningful indicators as qualified input for instrument comparisons and investment decision
- Portfolios: individual asset and portfolio characteristics and categories, based on robust calculated correlations, sensitivities and scenarios
- Processes: optimization of individual decision-making or investment controlling workflows with ongoing evaluations and custom signal setsThe SENSIS®-model ensures consistent support for the entire investment process – at both strategic as well as tactical level.
- The SENSIS® model was inventedat Deutsche Börse AG
- Quanvest licensed the model, took over the development and maintenance; as well as the tailoring to customer needs
- Illiquid securities are either substituted by investments that have comparable properties or their market behavoour is covered by individual models
- Risk and return characteristics of new issues are correctly determined
- Long-term expected returns can get customized
- Security price and master data is made available through Quanvest