Blog Module Designs
Design 1
Stressed VaR Reporting for the Buy-Side?
An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a...
ALM and Cashflow Projections: Key Challenges
Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset...
Investment Firms: Approach to transitioning from Legacy Systems
Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily...
Design 2
Investment Firms and the need for providing seamless Client Experience for Investors
A recent survey from INSTINCT on the ‘Future Of Client Reporting’ highlights the key needs of Asset Managers and Asset Owners as they embark on their ‘Digital Transformation’. A key takeaway for investment firms is the continued emphasis on the need for ad hoc...
Stressed VaR Reporting for the Buy-Side?
An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...
Design 3
Investment Firms and the need for providing seamless Client Experience for Investors
A recent survey from INSTINCT on the ‘Future Of Client Reporting’ highlights the key needs of Asset Managers and Asset Owners as they embark on their ‘Digital Transformation’. A key takeaway for investment firms is the continued emphasis on the need for ad hoc...
Stressed VaR Reporting for the Buy-Side?
An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...
ALM and Cashflow Projections: Key Challenges
Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...
Investment Firms: Approach to transitioning from Legacy Systems
Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...
Investment Firms and the need for providing seamless Client Experience for Investors
A recent survey from INSTINCT on the ‘Future Of Client Reporting’ highlights the key needs of Asset Managers and Asset Owners as they embark on their ‘Digital Transformation’. A key takeaway for investment firms is the continued emphasis on the need for ad hoc...
Stressed VaR Reporting for the Buy-Side?
An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...
ALM and Cashflow Projections: Key Challenges
Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...
Investment Firms: Approach to transitioning from Legacy Systems
Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...
Investment Firms and the need for providing seamless Client Experience for Investors
A recent survey from INSTINCT on the ‘Future Of Client Reporting’ highlights the key needs of Asset Managers and Asset Owners as they embark on their ‘Digital Transformation’. A key takeaway for investment firms is the continued emphasis on the need for ad hoc...
Stressed VaR Reporting for the Buy-Side?
An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...
ALM and Cashflow Projections: Key Challenges
Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...
Investment Firms: Approach to transitioning from Legacy Systems
Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...