Our company

The SwissAnalytics alternative investment analysis platform was established in 2005 as a comprehensive qualitative and quantitative risk framework through which we perform in-depth due diligence and calculate and monitor accurate lending values for non-traditional assets such as hedge funds. In developing this framework, we have placed emphasis on creating structured, repeatable and understandable processes.

Our analysts perform their due diligence tasks using this risk framework which requires them to systematically score over 200 unique qualitative risk factors, preventing them from overlooking critical risks while minimizing analyst bias.

Additionally, our quantitative analysis not only covers standard risk measures such as standard deviation, value at risk and drawdown analyses it also applies alternative methods such as monte carlo analysis, omega analysis, scenario analyses and an alternative multiple-regression style analysis. This holistic approach is well able to cope with the unique characteristics of non-traditional investments, such as asymmetric return distributions.