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Solutions (4/18)
Investment analytics
Investment analytics
Investment analytics
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Investment analytics

Offering you the smartest data and the support of a team of experts

 

We are experiencing a low-yield and more complex market. As a result, you may be rethinking your allocation strategies. Regulators for their part see a broader range of non-traditional risks (such as ESG) and want to know that investors are managing these.

 

We are an experienced team (we’re the leading Solvency II provider among custodians) offering a suite of analytics to support your investment decision-making. We’ll take you through the process of sourcing, cleansing and enriching your data, making calculations and validating data, right through to ensuring that reporting meets your needs and those of your stakeholders.

 

Our look-through analytics and reporting solutions include:

  • Performance measurement
  • Portfolio structure analysis / investment reporting
  • Performance attribution analysis
  • Ex-ante risk solutions
  • Solvency II reporting
  • Asset & Liability Investment Analytics
  • Environmental, Social and Corporate Governance (ESG) Risk Analytics

 

You can integrate any combination of our modular analytics and receive reporting as frequently as you need - daily, weekly or monthly – and in the format you need.

 

We deliver our solutions through our data visualisation tool DNA. DNA is interactive and dynamic and offers drill down capabilities. Key information is quick, accurate and easily accessible, including by tablet and handled device.

Our solutions

 

Performance measurement

 

Using our online tools, you can track the evolution of your assets and:

  • Evaluate the performance of your portfolios and their benchmarks using several levels of analysis
  • Run ex-post risk statistic calculations

 

Portfolio structure analysis

 

Our reports help you understand the structure of your portfolio and highlight the main movements related to transactions.

Multiple breakdowns are available including geographical, sector, credit rating, investment strategy, and duration. Available with or without consolidation of your portfolio, you can choose the breakdowns (including bespoke breakdowns) you need.

 

Performance attribution

 

We help you explain your portfolio’s performance relative to a benchmark by deconstructing the performance into several attribution effects: asset allocation, stock selection, market allocations and currency effects.

 

Risk management

 

With over 15 years’ experience, our reports comply with regulatory requirements (UCITS, Solvency II, Basel III, AIFM, EMIR, etc.) whilst remaining independent.

You can choose from a range of indicators and analyses to monitor your risk exposure and extract a consolidated view of the risk/return trade-off.

 

Risk tools include:

  • Ex-Ante risk calculation tools: volatility, VaR, CVaR, etc.
  • Attribution tools for Ex-Ante volatility and tracking error
  • Consolidation of portions of investment
  • Stress testing: as well as measuring risk, these can simulate crisis situations on the portfolio
  • Backtesting

 

Solvency II reporting

 

Locating and managing the right data remains a cornerstone of your Solvency II expectations and requirements. Processing data from multiple sources and at the right level of granularity is critical for calculation and reporting.

Whether you are supporting a standard model or implementing an internal one, we can help you collect, enrich and consolidate data in an automated, timely, and accurate manner.

 

Asset & Liability Investment Analytics (ALIA)

 

Understanding investment risks and your exposure to any asset/liability mismatch is crucial. ALIA is our interactive and dynamic online solution. It gives you a consolidated view of your assets and liabilities including:

  • Funding ratio monitoring using multiple discount curves
  • Asset allocation analysis on a look-through basis
  • Liability benchmarking
  • Asset/liability matching risk analysis
  • Pension scheme investment risk analysis (multiple stress tests, risk attribution)
  • Performance monitoring and attribution

 

Environmental, Social and Corporate Governance Risk Analytics (ESGRA)

 

Companies that you invest in are being viewed under the lens of long-term sustainability, with those falling short facing higher costs of maintaining their business models, and corresponding risk to their profitability and market performance.

 

But which ESG data do you need, how do you interpret it and integrate it into your existing risk framework? How can you measure and monitor the effectiveness of your ESG philosophy?

ESG Risk Analytics is a solution to manage those risks.

 

Insights

Great Expectations: ESG

Great Expectations: ESG

07/06/2017
A digital compass for banks

A digital compass for banks

27/03/2017
Moving up the value chain

Moving up the value chain

23/03/2017

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