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....

A Buy-Side Framework for Managing OTC Derivatives

Learn how several regulatory and structural drivers are affecting buy-side usage of OTC derivatives, leading to higher trading costs and a fundamental reshaping of technology infrastructure for managing derivatives. Charles River Development discusses those challenges...

Minimizing Performance Dispersion between Models and SMAs

A recent FundFire article found that “performance of portfolios in models-based managed account programs can sometimes diverge from the separately managed account (SMA) strategies they aim to track. Some performance differences can be expected, due to the timing of...

Scaling SMAs to Improve Investment Performance

Separately Managed Accounts (SMAs) are a widely used investment vehicle for endowments, retirement plans, foundations, and wealth managers. The popularity of SMAs is underscored by broad global institutional sponsorship and investor acceptance. As of 2015, more than...

How an OEMS Helps Buy-Side Firms Achieve Best Execution

Learn how an Order and Execution Management System (OEMS) can help traders better serve the needs of their fixed income clients by providing extensive execution analysis capabilities and ensure compliance with emerging regulatory requirements. Download the TABB Forum...

Building Smarter Portfolios with Factor Models

In a recent Insights article, we discussed how factor models are changing the way institutional investment managers analyze and measure portfolio risk. In this Insight, we’ll examine factor-based investment methods and challenges, and discuss how managers use Charles...

Enhancing Portfolio Construction with Factor Models

Factor models and factor-based investing are changing the way institutional investment managers construct portfolios and analyze risk. This Insight discusses how factor models enable better portfolio risk assessments and how they are implemented in Charles River’s...

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...

Simplifying Buy-Side Operations with SaaS

Sign Up for News Tom Driscoll, Global Managing Director, on the benefits of combining software, data, infrastructure, FIX Network and other services with Charles River’s SaaS-based deployment. Visit the services overview page and read the press release on Charles...

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,...