Clearwater brings together risk intelligence and performance analytics so your team spends less time gathering data and more time making the decisions that drive results.
Thomas Pologruto
Chief Data Architect at Blackstone
Portfolio risk failures almost always trace back to the same root cause: teams making decisions from incomplete, delayed, or inconsistent data. When risk lives in silos, exposure goes unmanaged and the symptoms are familiar:
End-of-day batch processing means your team is always working from yesterday, while exposure has already moved.
Fragmented systems leave gaps in cross-portfolio visibility, and adding new assets means months of IT work.
Labor-intensive workflows mean insights arrive after the decision window has closed.
Manual rebuilds for every submission instead of reports flowing from live data.
Your risk factor model should serve the full investment workflow, from pre-trade construction to post-trade reporting, so every stakeholder, from Portfolio Manager to CRO, is working from the same underlying model.
Construct, model, and execute strategies on a single front-to-back platform powered by the risk factor model your team trusts, with built-in performance intelligence that moves at the speed of your decisions.
Real-time exposure monitoring, pre-trade risk modeling, and automated regulatory reporting — all driven by a single, consistent factor model on one unified platform.
Investor, regulatory, and internal reports generated on demand, from the same live data and factor model that drive risk and performance analytics across your entire front-to-back workflow.
Clearwater’s GR8 model is available out of the box — a modern, institutionally credible equity factor model purpose-built for investment managers. No build required, no implementation runway, and no third-party dependency to get started.
Deep quantitative analytics, Python-native extensibility, and intraday cross-asset risk — at full depth.
Complex derivatives and structured products, modeled natively.
Build, deploy, and own proprietary risk models.
Fully decomposed. Scenario analysis and P&L attribution included.
Agents build models, price assets and explain exposure.
See how Beacon by Clearwater enables real-time scenario modeling, deeper exposure insights, and faster responses to changing market conditions.
Clearwater’s portfolio risk management platform covers the full lifecycle — from pre-trade structuring through to investor and regulatory reporting — in a single consistent framework.
Real-time P&L, exposure, and risk measures across all asset classes — updated continuously, visible to every team from a single source of truth.
Assess the impact of proposed trades before execution. Model market shocks, macro events, and hypothetical positions with flexible simulation tools.
Attribute returns across multi-asset portfolios using factor-based, and market-proven methodologies — with full transparency and auditability.
Consistent, model-driven valuations across asset classes use transparent pricing logic and extensible valuation frameworks for standard and complex instruments.
Run on-demand scenarios and stress tests across the entire portfolio. Model historical shocks, custom macro events, and hypothetical market conditions in minutes.
Automated reports for investors, regulators (NAIC, Solvency II), and internal stakeholders — generated on demand from the same live data that drives your risk analytics.
This top‑10 super‑regional U.S. bank, with more than $500 billion in assets and over $20 billion in annual revenue, offers a broad portfolio of consumer and commercial services. Its commercial and capital markets teams aim to deliver advisory and funding solutions that help clients grow their businesses, manage capital, and mitigate financial risks.
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See how Clearwater gives leading investment firms a real-time, unified view of portfolio risk — across every asset class, every desk, and every team.