The Convergence of Buy-Side Risk and Performance Solutions

How Asset Managers Benefit from System Consolidation

Buy-side margin compression, triggered by the rise of passive investing, is forcing institutional asset managers to re-think their front and middle office technology choices in order to reduce costs and streamline operations. At the same time, actively managed funds are under increased pressure to explain their value proposition to skeptical investors, by providing a clear picture of risk adjusted returns in the context of a portfolio manager’s decision making process.

These drivers are disrupting the traditional separation of risk and performance technology. Several recent mergers between vendors of risk modeling and performance attribution solutions have focused attention on the synergies between these critical buy-side functions.

Charles River recently hosted a panel discussion with product specialists Katya Taycher and Arun Kumar and Accenture’s Warren Sherman to discuss the trend toward system consolidation and how this benefits institutional asset managers.