Risk Solutions

BlackRock Solutions' Risk Solutions satisfy the risk reporting and analytic requirements for organizations with large and complex portfolios. Our analytic infrastructure includes proprietary state of the practice yield curve, term structure, cash flow and prepayment models. These models, coupled with an extensive technical infrastructure that includes a "compute farm" with several hundred machines, perform over 160 million option-adjusted calculations per week.

BlackRock Solutions' portfolio risk model contains approximately 1,200 distinct risk factors designed to capture and quantify the impact of global market movements on client portfolios. This risk model is used to calculate various portfolio-level risk measures, including value-at-risk and tracking error and to perform stress testing. The detailed, factor-based model also allows for calculation of performance attribution at the security level. BlackRock Solutions clients rely on these tools to understand portfolio exposures and evaluate investment decisions in dynamic, continually evolving markets.

Risk Analytics Tools

The Green Package^®, BlackRock Solutions' comprehensive suite of portfolio risk management and compliance reports, allows institutional investors to analyze and manage risk without having to face the constant analytic processing challenges or the significant investment in data infrastructure that such efforts typically entail.

AnSer^®, BlackRock Solutions' web-based calculator, allows client to perform interactive option-adjusted and static analyses on the global universe of fixed income securities and derivatives. AnSer provides clients with real-time interactive access to the same analytics used by BlackRock's portfolio managers to perform relative value, trading and risk analyses.