Risk and Performance System RFI

The Washington State Investment Board is seeking information from vendors offering risk and performance analytics systems that support multi-asset class analytics. The board manages over $200 billion in retirement, insurance, and trust funds and is looking for systems that can analyze and understand the funds' historical performance and potential future risk exposures. Responding firms should support risk analysis and attribution for multi-asset class portfolios, including private markets, and performance attribution for multi-asset class portfolios. • Risk analysis and attribution for multi-asset class portfolios • Performance attribution for multi-asset class portfolios • Support for Brinson attribution and variants thereof • Ability to model private assets directly or via proxies • Risk based on factor models is preferred but other approaches are also of interest.