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Single View: the benefits of combined performance and risk analytics for asset managers

May 19, 2016

Combining risk and performance attribution analytics in a single view gives a much better picture to the front office.

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New Insight: The case for combined performance and risk analytics

May 10, 2016

Technology is now available that makes it possible to combine multi-asset class performance and risk analytics into a single system.

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Right First Time: the importance of "working the portfolio" once [SlideShare]

Apr 19, 2016

Automating process and using data just once - but for many purposes - is increasingly seen as the best way for asset managers to respond to the demand for 24/7 reporting capability.

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In it Together: why “collaboration” is now an essential skillset for asset managers

Apr 13, 2016

Middle offices producing ad hoc reports based on data pulled in from disparate legacy systems still takes place. But, increasingly, this approach falls short of client and regulatory demand.

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Reporting In: why manual middle office reporting just won't cut it anymore

Apr 07, 2016

Historically, investment updates have been provided through monthly reporting on paper, especially at the institutional level. 

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The challenge of stress-testing liquidity risk

Mar 31, 2015

The liquidity risk paradox, inspired by the FT

David Oakley highlighted in the Financial Times (13th March) how top investment groups are shock-testing their bond portfolios for the increased liquidity risk...

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Portfolio oversight explained by industry experts

Apr 09, 2013

Recent high profile cases in the press are highlighting the lack of oversight of funds within the investment community. 

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MSCI Barra buys Riskmetrics

Mar 08, 2010

It is not every day that the two largest providers of risk management systems and portfolio analysis to the Asset Management industry merge.

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How sharp is the Sharpe ratio?

Sep 11, 2009

Any discussion on risk-adjusted performance measures must start with the grandfather of all risk measures the Sharpe Ratio or Reward to Variability which divides the excess return of a portfolio in excess of...

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