Two Approaches to Buy-Side Scenario Analysis

Buy-side firms increasingly offer a diverse set of funds and products to meet the risk appetites and investment objectives of their institutional clients. Multi-asset, long-only, and leveraged portfolios all have very different characteristics that require front and...

Understanding Mortgage Prepayment Models

U.S. agency residential mortgage-backed securities (RMBS) are the largest and most liquid securitized asset class in the world. Pooling thousands of individual mortgages into a standardized security lets investors easily gain exposure to this important asset class....

Maximizing the Value of Multi-Leg Orders with an OEMS

As multi-leg strategies garner increased attention from institutional asset managers, the ability to manage these orders in an efficient manner grows in importance. This Insight discusses how a multi-asset Order and Execution Management System delivers this capability...

Re-thinking Buy-Side Portfolio Decision Support

Portfolio decision support solutions provide integrated multi-asset risk management and scenario analysis, performance measurement and attribution, and portfolio analysis and construction capabilities on a single platform, with managed security and benchmark data,...

An EDM Reality Check for the Buy-Side

Enterprise Data Management underpins a firm’s ability to offer differentiated products, centralise firm-wide data, manage complex fixed income and derivative instruments, and maintain real-time visibility into risk factors and counterparty exposures. Download the PDF...