• About Us

    Who We Are

    Equarius Risk Analytics is a fintech company focused on accelerating and pricing real time insights of asset level water risk in securities. Our waterBeta factor models allow fund managers to adjust their holdings and engage with the C-suite on water risk management strategies for corporate climate transitioning


    Our AI/ML 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 equities in the capital markets. Our data platforms are used to structure indices to integrate water risk in active and passive portfolios, and to inform corporate water risk management.

    Our Partners

    ERA collaborates with index providers (e.g. MSCI, Limeyard, S-Network Global Indexes), data providers (e.g. CDP, FactSet, Bloomberg), financial asset managers (e.g. Dana Investment Advisors, Credit Suisse, UBS), and non-profit organizations (e.g. WRI, WWF, Ceres) to provide solutions that can align financial metrics with corporate water risk exposures to build resiliency and sustainability.

  • AI/ML Risk Pricing Platform

    Managing Fat Tails from Water Exposure

  • Our Platform

    Water Alpha - Water Risk Indexes - Corporate Risk Management




    Short-term Value-at-Risk (VaR) signals relative to sector benchmarks


    Corporate Accounting

    Corporate efficiency ratios, cost of capital and growth metrics


    Intangibles Impacts

    Financial and unstructured water risk disclosures


    waterBeta Analytics

    Algorithmic signal processing for water and weather based volatility

  • Services

    Equity Risk for Indexing Firms, Asset Managers & Solutions Providers

    Financial Volatility

    Value at risk signaling

    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 Risk Exposure

    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

    Financial and unstructured data analysis

    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 Factor Investing

    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 industry verticals. We design, test, and license indices.

    Corporate Water Risk Feedback

    Actionable financial intelligence for CRM

    Factor analysis used to structure capital markets water exposure can be used to engage corporations and inform risk management strategies.

  • Product Description

    Click on SlideShare to Learn about waterBeta

  • Management and Technical Team

    Peter Adriaens PhD PE

    Cofounder and CEO

    Product development;

    Director, Center for Smart Infrastructure Finance, The University of Michigan

    Greg Peterson MS

    Cofounder and COO

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

    Anthony Arnold MSE

    Technical specialist

    Risk analysis and metrics; Financial and water data analysis; Statistics

    Tad Slawecki MS

    Information Architect

    Software Development: VaR analytics; Database architecture design; Python/Java; GIS models; Machine learning

    Iulia Mogosanu MBA

    Financial Analyst

    Risk management and corporate financials, UniCredit Bank; Huron River Ventures; Amazon; Lurie Commercialization Fund

    Noemi Barabas, PhD

    Risk Assessment

    Python modeling; Multivariate statistics; Big data analytics; Machine learning.

  • Advisory Board

    Paul Freedman


    co-Founder of LimnoTech; Past President, Water Environment Federation; 40 years of corporate/public business development

    Tim Dekker


    President of LimnoTech; 20 years hydrological modeling expertise; multi-variate statistics; 10 years corporate & public water/climate project development

    Michael Davidoff

    Business Development

    Vice President, Senior Investment Officer, Bank of Ann Arbor; Equity Research, Wells Capital Mgmt; Equity Analyst, Thomson Horstmann & Bryant

    Lydia Miller MBA

    Development Partner

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

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