As a follow-up to our 2013 forums, RIMES conducted quantitative research in January 2014. The aim of the research was to gauge perceptions of upcoming market dynamics and industry priorities. The response to the survey is very encouraging: the management of index data and benchmarks is commanding attention throughout the buy-side.
To facilitate fair comparison, the RIMES 2014 survey employed similar methods to our 2013 survey. However, this year we canvassed a larger population compared with last year. Similarly, the number of respondents was commensurately higher, with 107 questionnaires completed by heads of departments and senior professionals from some of the world’s leading buy-side institutions. The research population comprised 63% asset management firms. Other firm types included: custodian banks, hedge funds, pension funds, insurance companies, private banks and wealth management firms. Respondents represented a good cross-section of business functions, including compliance, risk, data management, front office, IT, operations and performance measurement.
- RIMES and ISS ESG Partner to Help Investment Firms Succeed in the ESG Market
- RIMES Named ‘Best Index Data Provider’ at the Data Management Insight Awards 2019
- Making Sense of the Past to Provide Data Services for the Future
- RIMES 2019 Buy-side Survey: Global Data Management Trends
- Industry Experts Discuss Data Management at RIMES’ Los Angeles Seminar