PROBLEMLegacy systems continue to dominate core business processes at many investment firms. Valuable data for...
Key Industry Trends For The Buy-Side – 2022
Active ETF Majority of the ETF’s launched in 2021 were Active ETF’s. This again is the second year in when ETF...
Risk Management for the buy-side holding derivatives after Archegos
On Dec 10, 2021 the Fed in a letter to the banks mentioned that lenders must maintain sufficient margin when dealing...
Key highlights from Global Asset Management Survey Report – 2021
Firms say they most often distinguish themselves against competitors are through risk management practices (20%) and...
Real-time Analysis of Multi-Asset Portfolios: Forward Looking (Ex-Ante) Risk View – Key Portfolio & Security Analytics
THE PROBLEMWhat are the key forward looking risk measures necessary to perform effective risk analysis on a...
Real-time Analysis of Multi-Asset Portfolios: Forward Looking (Ex-Ante) Risk View – Stress Testing & What-If Analysis
THE PROBLEMWhat are the key forward looking risk measures necessary to perform effective risk analysis on a...
Real-time Analysis of Multi-Asset Portfolios: Forward Looking (Ex-Ante) Risk View – VAR Analysis
THE PROBLEMWhat are the key forward looking risk measures necessary to perform effective risk analysis on a...
Real-time Analysis of Multi-Asset Portfolios: Ex-Post Risk View
THE PROBLEMWhat are the key ex-post measures necessary to perform effective risk analysis on a multi-asset...
Real-time Analysis of Multi-Asset Portfolios – Returns View
THE PROBLEMWhat are some of the key analytics necessary to perform returns analysis on a multi-asset portfolio?THE...
Real-time Analysis of Multi-Asset Portfolios – Holdings View
THE PROBLEMWhat are some of the key analytics necessary to perform HOLDINGS analysis on a multi-asset portfolio?THE...
Real-time Analysis of Multi-Asset Portfolios using Holdings, Returns and Risk Data
THE PROBLEMAnalyzing multi-asset portfolios that contain complex instruments requires not just basic exposure and...
Preparing for the New Modernized Regulatory Framework for Derivatives in the US (SEC Rule 18f-4)
THE PROBLEMCurrently in the US, the RIA’s filing monthly/quarterly holdings data that hold derivative instruments to...
Stress Testing Need For Multi-Asset Portfolios
Multi-asset portfolios are difficult to monitor and manage because of the complexities of the instruments they hold,...
Backtesting VaR – An Approach To Validating VaR Risk models For Multi-Asset Portfolios
Value At Risk (VaR) is a risk measure widely used by Institutional managers. It is also one of the primary risk...
Investment Managers – Need For Operational Alpha & Operational Beta?
Asset managers continue to face challenges around fee compression, and are seeing an increasing trend towards the need...
Portfolio Analytics Data As A Competitive Differentiator
We have heard many times in the new economy that ‘DATA is the new oil’.However, it is not the raw data, but this raw...
Need For Look-Through Analysis Of Investment Portfolios
PROBLEMThe popularity of ETFs has resulted in investor portfolios containing a large percentage of ETF and funds. As a...
Ex-Ante Liquidity Risk Model For Multi-Asset Portfolios
PROBLEMNeed for Liquidity Risk model for multi-asset portfolios that is simpler to use and easier to understand for...
Stress Testing & Scenario Analysis Of Global Multi-Asset Portfolios
THE PROBLEMTo understand the effect of changes to risk factor(s) and/or the impact of historical stress event(s) for...
Need For Forward looking (Ex-Ante) Risk For Investment Portfolios
THE PROBLEM Ability to predict risks of investment portfolios in 'real-time' and gain insights to better manage...