
13 Carlyle Road, Edgbaston, Birmingham, B16 9BH, United Kingdom
Understand how inflation, interest rates and market returns can shape investment outcomes over long horizons
Soborro develops economic scenario and portfolio risk tools for professionals responsible for long-term capital. Founded by Wale Dare, the company brings together investment research, quantitative finance and software engineering.
The Soborro Portfolio Risk Profiler compares a current portfolio with an alternative allocation under the same multiyear economic scenarios. It presents the range of potential gains and losses and shows how exposure to interest rates, inflation, credit and equity markets affects the results. This helps advisers and investment teams examine what changes when an allocation is revised.
The Economic Scenario Generator produces consistent paths for economic and market variables over 10, 20 years and beyond. The scenarios can be used in asset, liability and cash-flow analysis by pension funds, insurers and their advisers.
The assumptions behind the analysis are explicit, allowing professionals to assess their relevance and the limits of the results. Soborro's tools support financial advisers, investment consultants, asset managers, pension professionals and other teams making decisions about long-term portfolios. The aim is not to predict markets, but to make portfolio choices and their consequences easier to examine across a range of market conditions.
A change in allocation can improve a portfolio under some conditions while increasing its exposure to loss under others. Comparing those effects is difficult when portfolios are tested with different assumptions. Soborro's Portfolio Risk Profiler is a cloud-based, self-serve tool that compares a current portfolio with a proposed allocation under the......