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  • Water Risk Indexing
  • About Us
  • Our Product
  • Design Process
  • Services
  • Product Description
  • Team
  • Advisory Board
  • Contact Us


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    • Water Risk Indexing
    • About Us
    • Our Product
    • Design Process
    • Services
    • Product Description
    • Team
    • Advisory Board
    • Contact Us
    • Powered By
      Strikingly
      • Water Risk Indexing Platforms

        Managing Fat Tails from Environmental Exposures

      • About Us

        Equarius Risk Analytics is a data solutions provider focused on financial risk management in portfolios with assets exposed to water.

         

        Our index platform provides mainstream financial risk metrics capturing embedded water risk through a volatility risk premium. Our patent-pending learning algorithms were developed with The University of Michigan (UM) and LimnoTech, an environmental services firm. Equarius Risk Analytics has secured an all fields of use license from UM.

         

        Our quantitative analytics and finance team is focused on understanding the impact of water and weather risks on financial assets in the capital markets, and on structuring indices to integrate water risk in active and passive portfolio management.

        Our Partners

        ERA collaborates with index providers (e.g. MSCI, Limeyard), data providers (e.g. CDP, FactSet, Bloomberg), asset managers (e.g. Dana Investment Advisors, Nephila Advisors, LeggMason, QS Investors), and non-profit organizations (e.g. WRI, WWF, Ceres) to improve the design and structuring of the data streams and indexes for industry verticals.

      • Index Design Platform for Water Risk

        Water and weather risks are causing fat tails in securities performance. The impact is unsystematic (company- and/or industry-specific) and is expected to be diversifiable in portfolio allocations.

      • Our Platform

        Seeking Alpha - Structuring Industry-Specific Water Risk Indexes

        1

        Financial Volatility

        Value-at-risk (VaR) analytics of securities and industry-focused benchmarks

        2

        Water Risk Exposures

        Economic productivity exposure and management of geography-informed risks

        3

        Intangibles Impacts

        Integration of SEC, voluntary and media disclosures in data and indexes

        4

        waterBeta Testing

        Verification and analysis of financial waterBeta for portfolio management

      • What We Do

        Quantitative Support for Index Providers and Asset Managers

        Financial Volatility

        Value at risk analysis

        Since water and weather risk have short term and extreme effects on share prices, value at risk (VaR) metrics are calculated on the security and benchmarked in its GICS industry. Assessment of systemic vs. diversifiable risk impacts.

        Water Exposures

        Financial and economic productivity impacts

        Each company's regional asset exposure to water and weather risk is quantified in a financial context (economic productivity, operations) to understand asset intensity and risk management impacts

        Intangibles Analysis

        Intangibles risk analytics

        Groundtruthing of financial risk probabilities is essential to inform asset allocation strategies. Natural language processing (NP) of textual data from required, voluntary and informal disclosures is used to adjust risk exposures.

        waterBeta and Index Structuring

        Informed decisions for active and passive managers

        Company-specific waterBeta serves to understand volatility risk premiums in portfolios, and can be structured to adjust/tilt allocations to uncover alpha in cross-industry verticals. We design, test, and license indices.

      • Product Description

      • Management and Technical Team

        Peter Adriaens PhD PE

        Cofounder and Acting CEO

        Product development

         

        Director, Center for Smart Infrastructure Finance, The University of Michigan; Corymbus Asset Management, Global CleanTech Cluster Assn.; Wolverine Venture Fund

        Greg Peterson MS

         

        Cofounder and COO

        Operations management and strategic decision-making; Executive VP of LimnoTech

        Hua Tao PhD

        Technical specialist

        Programming and VaR analytics; database models; statistics Water models and programming; API models; portfolio modeling; proficiencies in FORTRAN 90/95, Visual Basic 6, VBA, C++, and Matlab

        Tad Slawecki MS

        Software Development

        Software Development: Database architecture design; Python/Java; GIS models; visualization and decision tools

        Iulia Mogosanu MBA

        Financial Analyst

        Risk management and corporate financials, UniCredit Bank (Austria); Huron River Ventures; Amazon; Zell Lurie Commerc. Fund

        Ric McCullough CPA

        Technical Specialist

        Mathematical models; financial risk analytics

        Noemi Barabas, PhD

        Risk Assessment

        Python modeling; Multivariate statistics and Value-at-Risk analytics.

      • Advisory Board

        Paul Freedman PE

        Investor

        co-Founder of LimnoTech; past President of the international Water Environment Federation; domestic & international projects

        Tim Dekker PhD PE

        Investor

        President of LimnoTech; hydrological modeling expertise; multi-variate statistics

        Cameron Smith MBA

        Business Development

        Bain and Company; CEO, Covaron Advanced Materials; Senior Director, Product Innovation at CVS Health

        Lydia Miller MBA

        Development Partner

        Senior Vice President and portfolio specialist at Dana Investment Advisors; portfolio allocation, risk management, and ESG investment strategies

      • Connect With Us

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