Green Package

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. Risk reporting services are available at a variety of different frequencies including daily, monthly and quarterly.

BlackRock Solutions models portfolios from the bottom up, allowing clients to view risk sensitivities from the individual security up through the enterprise level. The Green Package aggregates all risk exposures by asset type, sector and portfolio. Benchmarks and liabilities are also modeled at the individual security level, eliminating model risk and allowing for a detailed comparison of portfolios versus benchmarks.  

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 180 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.

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