Risk Management

Return is the residual of discipline.

Westbridge maintains an independent Chief Risk Officer and a Risk Committee that meets weekly. Position limits, concentration limits, VaR and stress tests are enforced at the pre-trade layer and monitored continuously.

Performance Performance data shown are historical and net of fees unless otherwise noted. Past performance is not indicative of future results.
01 · Governance

An independent risk function with veto authority.

The Chief Risk Officer reports directly to the CEO and the Board Risk Committee, not to any investment desk. The CRO has authority to reduce or close any position that breaches limits.

Risk Committee

Weekly meetings chaired by the CRO. Members: CEO, CIO, COO, General Counsel and rotating desk heads. Independent minutes.

Independent CRO

Direct reporting line to CEO and Board. Sole authority over risk limits, position sizing overrides and counterparty approvals.

Segregation of duties

Portfolio management, execution, valuation, risk, compliance and operations are functionally and organisationally separate.

02 · Pre-trade risk

Every order is checked before it leaves the desk.

Position limits

Hard notional and % of NAV limits by name, sector, factor, currency and country. Enforced pre-trade in Bloomberg AIM.

Concentration

Top-10 exposure, HHI, single-issuer and single-issuer-group caps monitored at strategy and firm level.

Value-at-Risk

1-day and 10-day 99% historical VaR with a 3-year rolling window, plus parametric and Monte Carlo overlays.

Liquidity check

Days-to-liquidate at 20% ADV computed on every new position; hard cap on portfolio-weighted DTL by strategy.

Leverage

Gross and net leverage limits by strategy, monitored intraday. Margin usage capped at 60% of available.

Counterparty

Only approved counterparties on the master list; ISDA/CSA in place before any bilateral derivative trade.

03 · Ongoing monitoring

Real-time. Daily. Weekly.

LayerCadenceOwnerEscalation
Position, P&L, exposuresIntraday, real-timeRisk analystsCRO on breach
Factor and sector attributionDaily EODRisk analyticsPM & CIO
VaR & stress testDailyCRO teamRisk Committee weekly
Concentration & liquidityDaily EODCRO teamCRO immediately if breach
Counterparty exposureDailyTreasury & CROExecutive Committee
Portfolio deep-diveWeeklyRisk CommitteeBoard Risk Committee quarterly
04 · Stress testing

What happens if 1998, 2008, 2020 — or worse — happens again?

ScenarioShock definitionFirm P&LTime-to-recover
GFC 2008 replaySPX -37%, IG +250bps, HY +1500bps, VIX 60, credit gap 90 days-11.8%~7 months
COVID March 2020SPX -34% in 5 weeks, HY +900bps, oil -60%, funding stress-7.4%~4 months
Rates shock (2022+)+300bps parallel shift, curve bear-flatten, HY +400bps-6.1%~5 months
Geopolitical / oil shockOil +80%, EM -20%, DXY +8%, correlations to 1-4.8%~3 months
Idiosyncratic PB failureLoss of one prime broker overnight, forced re-hypothecation-1.6%~2 weeks

Stress test P&L reflects firm-level aggregate exposure as of 30 June 2026 under fully-shocked assumptions. Indicative and not a forecast.

05 · Liquidity risk

Bucketed. Matched. Reported.

Every position is classified into a liquidity bucket. Portfolio-level liquidity is monitored against a defined ladder that matches investor redemption terms.

BucketDefinitionGlobal EquityUS L/SEM
1-dayLiquidatable at ≤ 20% ADV within one trading day92%96%78%
1-weekLiquidatable at ≤ 20% ADV within one week99%100%94%
1-monthLiquidatable within one calendar month100%100%99%
1-quarterLiquidatable within one quarter100%100%100%
06 · Counterparty risk

Approved list. ISDA/CSA. Collateral daily.

Westbridge maintains an approved counterparty list reviewed quarterly by the Risk Committee. All bilateral derivative exposure is documented under ISDA Master Agreements with two-way CSAs. Initial margin and variation margin are exchanged daily against a G-10 rate; disputes resolved within two business days.

Prime brokerage relationships are diversified across three tier-1 providers to eliminate single-point-of-failure risk. No single counterparty may hold more than 45% of firm cash or margin exposure.

Approved prime brokers

  • Goldman Sachs & Co. LLC — U.S. equities, futures, financing
  • Morgan Stanley & Co. — global equities, derivatives
  • J.P. Morgan Securities — fixed income, FX, financing
  • State Street Bank & Trust — custody
07 · Operational risk

Independent oversight, segregated duties.

Third-party administrator

SS&C GlobeOp independently strikes NAV, reconciles cash and positions, and issues investor statements.

Independent auditor

PricewaterhouseCoopers audits Westbridge and all funds annually under US GAAP / IFRS.

Compliance

Dedicated Chief Compliance Officer and Compliance team; annual Rule 206(4)-7 review; external mock-audits every 2 years.

Cybersecurity

SOC 2 Type II certified environment. Annual penetration testing by two independent firms. 24/7 SOC monitoring.

Business continuity

Fully redundant infrastructure across two geographic regions; disaster-recovery testing performed twice yearly.

Trade errors & incidents

All incidents logged in a central register, root-caused, remediated, and reported to the Risk Committee within 24 hours.

08 · Technology stack

Institutional tools, proprietary layer on top.

Portfolio & OMS

  • Bloomberg AIM — OMS/EMS
  • Bloomberg Terminal & API
  • FactSet — research & attribution
  • Aladdin (select mandates)

Risk analytics

  • MSCI RiskMetrics — multi-factor
  • MSCI BarraOne — equity risk
  • Proprietary VaR & stress engine
  • ISDA SIMM for OTC IM

Quant & data

  • Python (pandas, polars, scikit-learn, PyTorch)
  • kdb+/q — tick data
  • Snowflake & AWS — data warehouse
  • In-house alternative data platform
Due diligence

Request our DDQ & risk documentation.

ILPA-compliant DDQ, SOC 2 report and full risk framework available upon verification.