UBS Delta
UBS Delta is an award winning portfolio analysis and risk management system used to measure risk and performance across fixed income, commodities and equities. UBS Delta is an award winning portfolio analysis and risk management system used by market leading insurance companies, pension funds, asset managers, banks and hedge funds
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Editorial Team
- May 12, 2021
- 3 minutes
Mission statement
UBS Delta is an award winning portfolio analysis and risk management system used to measure risk and performance across fixed income, commodities and equities.
Profile
UBS Delta is an award winning portfolio analysis and risk management system used by market leading insurance companies, pension funds, asset managers, banks and hedge funds globally; enabling them to manage risk and performance across fixed income, commodities and equities.
Benefits
UBS Delta reporting tools provide exposure, actuarial, risk, performance and statutory reporting in flexible file formats. Optimisation tools allow for LDI hedging, including a wide range of derivative overlays and cashflow modelling of individual assets.
Products and services:
Cross Asset (Fixed Income, Equities, Commodities) web-based platform for:
• Market Data Monitoring and Analysis
• Portfolio Management and Construction
• Risk Management
• Performance Measurement and Attribution
• Asset Liability Management
• Strategic and Tactical Asset Allocation
Customised automated Risk and Performance Reporting (including actuarial reporting, risk reporting, market intelligence and regulatory reporting.)
Bespoke Analyses, such as pre-trade analyses, analysis of trading and hedging strategies and portfolio optimization.
Proven performance
UBS Delta Training and Workshops
Seamless delivery
UBS Delta is a fully hosted platform, available over the internet using any modern internet browser, eliminating the need for expensive and time consuming installation. The automatic portfolio upload capability and open architecture with multiple third party data and analytics feeds, easily integrate with clients’ existing systems.
History
UBS Delta, a fully-hosted platform portfolio analytics launched originally in 1999, offers institutional-level portfolio risk and performance analysis, across multiple asset classes. Part of UBS Delta’s DNA is the fixed income expertise inherited from the UBS CreditDelta product, a pre-cursor to UBS Delta. That Fixed Income capability is driven by granular name- and sector-specific credit curves, risk free rates and inflation curves – used to explain risk and measure performance. Equities were added into the product in 2005. The UBS Delta product has been continuously evolving – both in terms of functionality and capacity, with real-time capabilities to run analysis on very large portfolios or multiple sets of portfolios either in batch mode, or ad hoc on the Delta web application.
Awards:
• Buy-side technology awards 2015 – Best buy-side risk/portfolio analytics product
• Buy-side technology awards – Best broker-provided tool/technology 2011, 12, 13, 14, 15
• Insurance risk awards: Best actuarial software / Best risk engine 2012, 15
• Life & Pensions magazine: Best provider for Actuarial software
• #1 Vendor for Risk Management, Credit Magazine awards 2009
• #1 Vendor for Pricing and Analytics, Credit Magazine awards 2009
• Best Proprietary Technology, Buy-Side Technology 2007
• Best Portfolio Analytics tool, Euromoney 2001-2005
• Best In-House System, Risk 2007
• No.1 Electronic platform, Euromoney Fixed Income Research poll 2007-2008
Focus
* Multi-asset risk and performance
* Institutional ex-ante risk analysis, driven by historical, parametric and monte-carlo simulations
* Performance measurement and workflow
* Performance attribution using hybrid multi-asset attribution framework, designed to keep everyone from fixed income front office practitioners through to process-driven middle-office performance teams happy.
* ALM analysis for pension schemes, insurance companies and LDI asset managers, including hedging and decision support tools
People
Dedicated specialists who provide:
• global support – covering EMEA (Northern, Central, Southern Europe), Americas, APAC
• technical support (24/7)
• content related support (during office hours)
• bespoke analyses in areas such as portfolio, risk and/or asset-liability management structured credit & rates, transition management and program trading
Contact
To find out how UBS Delta can work for you contact us at delta@ubs.com
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