Home > Products > G2 RiskGopher


G2 RiskGopher^TM

RiskGopher, the powerful risk analysis engine from G2 Systems, LLC, works with Geneva, Advent's global investment management and accounting solution, and VPM, SunGuard's hedge fund portfolio management system. Quick and easy to integrate with your existing IT infrastructure, RiskGopher is the risk management solution you need.

RiskGopher delivers robust reports that calculate Betas and VaRs — all without the headache of time-consuming and costly systems configurations. That's because RiskGopher “talks” to Geneva, VPM and your Relational Database Management System (RDBMS), right out of the box. With RiskGopher, you avoid costly and time-consuming integration projects to capture data from Geneva, VPM or a data warehouse. As a result, RiskGopher promptly helps you judge the likelihood and magnitude of potential losses on your investments.

Risk Computation at Any Granularity
G2's RiskGopher computes risk at any level of granularity supported by Geneva or VPM, such as account, fund, custodian and strategy. That means you have the flexibility to estimate potential losses on your portfolio investments on many different levels. The Beta module is configurable and can compute linear regressions to any index or similar time series that you specify. You can configure as many different time horizons on each beta as required.

Sophisticated Reporting for Any Need
RiskGopher provides several stock reports, such as VaR and Beta across multiple horizons. However, since all the computations are stored in your RDBMS, you can create your own reports with CrystalReports, SSRS, or Excel. RiskGopher's intuitive data model means you will not be reading through complex documentation to find something simple like the beta or VaR for a single fund. You can also write your own extracts to feed data to another system, such as Netik or a web portal. Reports can be run in batch or ad-hoc mode.

Data Warehouse Keeps Portfolio Data Current
RiskGopher “talks” to Geneva and VPM through G2 Data Warehouse, a proven technology that G2 created based on its more than three dozen Geneva and VPM implementations at hedge funds, global prime brokerage institutions and fund administrators. An advanced data storage system that houses data from your Geneva and VPM system, G2 Data Warehouse maintains an automatically refreshed copy of the investments, tax data, and performance metrics of your company's investment portfolios. Since RiskGopher works hand in hand with G2 Data Warehouse, RiskGopher instantly accesses all the critical data necessary in order to run risk analyses on your portfolios.

Product Features

• VaR Calculations: Value at Risk (VaR) calculates the maximum loss expected (or worst case scenario) on an investment, over a given time period and given a specified degree of confidence. RiskGopher uses the the most common method of calculating VaR: the variance-covariance method.


• Beta Measurements: A measure of the volatility, or systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is used in the Arbitrage Pricing Theory (APT) and Capital Asset Pricing Model (CAPM) models that calculate the expected return of an asset based on its beta and expected market returns. Once RiskGopher has computed your betas, you can easily use them to create “stress tests” to analyze downside scenarios in the event of major adverse market movements.


• Volatility: This measurement captures the tendency of returns to rise or fall drastically over a period of time. As part of the VaR computation, RiskGopher calculates security-level standard deviations that can easily be incorporated in reports that provide position level exposures.


• Reporting: RiskGopher standard reports include Value-at-Risk by Fund, Strategy or CounterParty, Beta by Fund using 30-, 60- and 180- day horizons, and Volatility Exposure by Holding.