RIMES & BI-SAM will participate in the Waters Roundtable Discussion on “Performance Measurement: Optimizing Data and Analytics” to be held in New York on Oct 18, 2012.
With increased pressure on asset management firms to deliver returns in a harsh economy, in addition to the challenge of changing client requirements and reducing operational risk, it is becoming increasingly important to ensure performance measurement and attribution activities are managed efficiently. Clients require more frequent and more in-depth performance and attribution reports, while regulators require greater benchmark data history under UCITS IV, and more specifically the KIID requirements. To meet these new demands without losing sight of core business functions, asset management firms need sophisticated technologies and processes to enable easy access to increasingly complex and growing volumes of benchmark data.
- Meeting investment objectives: Identifying, selecting, displacing and following benchmark indexes
- Managing money, not data: Deploying strategies to reduce time spent on data processing for benchmarking and performance reporting
- Clients first: How the ability to produce detailed and frequent performance reports can help win new business
- Where did all the money go? Finding ways to reduce often overlooked and hidden performance measurement costs
- 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