Built For / Fund Managers

Stop reporting returns. Start quantifying risk.

PROMS Investor gives CRE fund managers a full distribution of outcomes, not just planned NAV and IRR. Stress test under CCAR and Solvency II. Quantify diversification. Report risk to LPs with confidence.

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PROMS Investor · PROMS Enterprise

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The Problem → The Solution

CRE funds report returns. Few can quantify risk.

Each challenge is matched directly to the PROMS capability that addresses it.

Industry problemPROMS solution

01Diversification is claimed, not measured.Most fund managers assert diversification benefit without calculating it. LP investors are asking harder questions.

PROMS solutionDiversification, quantified in basis points.PROMS Investor calculates the difference between weighted average volatility and true portfolio volatility, typically 1% to 3% in the portfolio's favour.

02Stress testing is disconnected from the asset model.CCAR and Solvency II scenarios applied as top-down adjustments miss the asset-level drivers and produce unreliable fund-level loss distributions.

PROMS solutionRegulatory stress testing built in.CCAR, Solvency II, and custom macro scenarios loaded directly to the system. Fund NAV distributions under stress at every time step, including 1-in-20 and 1-in-100 tail outcomes.

03Disposal decisions are made on return, not risk.Selling an asset that reduces portfolio IRR by 3bps but cuts volatility by 9bps is the right call, but without marginal risk analysis, that decision never gets made.

PROMS solutionStrategic disposal analysis.Every asset ranked by marginal contribution to fund IRR and fund volatility. Disposing of the four worst-ranked assets improved IRR by 56bps and reduced volatility by 20bps in a representative portfolio.

Decision lens

Every asset placed on the same risk-return map.

PROMS Investor ranks each asset by its marginal contribution to fund IRR and fund volatility. The quadrant below is how the disposal conversation actually plays out at the IC.

Worked example

Four flagged disposals, one rebalanced portfolio.

Across a representative 38-asset multi-strategy CRE fund, ranking every position by its marginal contribution to IRR and σ surfaced four candidates that were not in the manager's shortlist. Modelled disposal of those four assets improved fund IRR by 56bps and reduced fund volatility by 20bps.