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.
- What Makes a Data Partnership Strategic?
- Full-Service Model: The Single-Platform Utopia That Can Leave You Wanting More
- Tap Managed Services to Solve and Scale for the ETF Data Challenge
- The FCA Highlights Importance of Robust Insider List Management
- ETFs and Transparency: Four Questions Institutional Investors Should Ask