Equarius Risk Analytics

Water Risk Indexing Platforms
Managing Fat Tails from Environmental Exposures
About Us

Who We Are
Equarius Risk Analytics is a financial technology solutions provider focused on water risk management in financial asset portfolios for buy-side clients.

Our index platform is aimed at the rapidly growing responsible investment (RI) asset management and bespoke ESG index markets. Our patent-pending platform technology was 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 has developed partnerships with index providers (e.g. MSCI, S&P TruCost), 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.
Design Process
Capturing Financially-Driven ESG Performance - 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 ESG-Driven 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 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, COGS) to understand asset intensity and risk management impacts
Intangibles Analysis
Unstructured data implying risk exposures
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 algorithms serve to understand water risk in portfolios, and can be structured to adjust/tilt allocations to uncover new alpha or reduce beta 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 (pending)
Development Partner
Senior Vice President and portfolio specialist at Dana Investment Advisors; portfolio allocation, risk management, and ESG investment strategies
Connect With Us

Email
Phone
Twitter

LinkedIn

Water Risk Indexing Platforms

Managing Fat Tails from Environmental Exposures

About Us

Who We Are

Our Partners

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.

Design Process

Capturing Financially-Driven ESG Performance - Structuring Industry-Specific Water Risk Indexes

Financial Volatility

Water Risk Exposures

Intangibles Impacts

waterBeta Testing

What We Do

Quantitative Support for ESG-Driven Index Providers and Asset Managers

Financial Volatility

Value at risk analysis

Water Exposures

Financial and economic productivity impacts

Intangibles Analysis

Unstructured data implying risk exposures

waterBeta and Index Structuring

Informed decisions for active and passive managers

Product Description

Management and Technical Team

Peter Adriaens PhD PE

Cofounder and Acting CEO

Greg Peterson MS

Cofounder and COO

Hua Tao PhD

Technical specialist

Tad Slawecki MS

Software Development

Iulia Mogosanu MBA

Financial Analyst

Ric McCullough CPA

Technical Specialist

Noemi Barabas, PhD

Risk Assessment

Advisory Board

Paul Freedman PE

Investor

Tim Dekker PhD PE

Investor

Cameron Smith MBA

Business Development

Lydia Miller MBA (pending)

Development Partner

Connect With Us