What We Model
Valuation. Capital Allocation. Portfolio Construction. Risk Modelling.
Datatricx translates consequential financial questions into explicit relationships among assumptions, cash flows, constraints, implementation, uncertainty and outcomes.
Valuation
What is it worth—and what drives that value?
Valuation models make the cash flows, assumptions, capital structure, contractual terms and scenarios behind value explicit.
- Commercial questions
- What value range is supportable? Which assumptions dominate returns? Where is the break-even point?
- Selected methods
- Discounted cash flow, comparables, waterfalls, lifecycle cash flows, scenario-dependent value and return attribution.
- Decision outputs
- Value ranges, return drivers, downside, sensitivities and break-even thresholds.
Capital Allocation
What should receive capital, in what proportion and within which policy constraints?
Capital-allocation models connect objectives to limited resources, liabilities, risk tolerance, liquidity, financing capacity and policy constraints.
- Commercial questions
- Which allocation best supports the objective? How much debt is affordable? Which projects should be prioritised?
- Selected methods
- SAA and TAA, ALM and LDI, policy ranges, project prioritisation, affordability analysis and debt sizing.
- Decision outputs
- Allocation ranges, hedge ratios, funding choices, capital priorities and affordability trade-offs.
Portfolio Construction
How should the portfolio be assembled, constrained and rebalanced?
Portfolio-construction models turn allocation intent into investable portfolios by making diversification, concentration, liquidity, implementation and rebalancing rules explicit.
- Commercial questions
- Which holdings and weights best express the policy? Which constraints bind? When should the portfolio rebalance?
- Selected methods
- Constrained optimisation, risk budgeting, diversification analysis, transaction-cost and turnover controls, implementation and rebalancing rules.
- Decision outputs
- Portfolio weights, constraint diagnostics, implementation rules, turnover budgets and rebalancing triggers.
Risk Modelling
What could change the outcome—and how much can be absorbed?
Risk models expose concentrations, dependencies, liquidity needs, regime behaviour and the conditions under which an expected outcome could fail.
- Commercial questions
- Which exposures drive risk? What downside can be absorbed? When should intervention occur?
- Selected methods
- Exposure analysis, stress testing, scenario analysis, simulation, economic capital, liquidity and derivatives overlays.
- Decision outputs
- Risk budgets, resilience, capital-at-risk, liquidity requirements and intervention thresholds.
Start with the decision
Send the financial question, not a perfect specification.
A short description of the decision, intended users, timing and any model or data already available is enough for an initial conversation.
Let’s engage