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RIMES Blend Modeling

Navigating the complexities of benchmark blending

Blended benchmarks, created by combining multiple market indices, are used by asset managers, asset owners and capital markets firms to calculate fees and to provide a point of comparison for investment and operational strategies.

Blend Modeling from RIMES

RIMES Blend Modeling enables users to create and execute index-level blends in Excel in just a few steps. Leveraging RIMES’ comprehensive coverage of indices, and years of expertise in blending management, RIMES Blend Modeling makes it easier than ever for the investment community to tailor blends to a range of investment strategies including funds, ETFs and multi asset funds. With RIMES, users benefit from robust calculation capabilities and enhanced blending functionality delivered in a sandbox environment for effective, risk-free blending.

RIMES Blend Modeling delivers benefits to a broad range of benchmark users including:

Quant and research teams

Multi asset teams

Asset allocation teams

Product teams

ETF issuers

RIMES’ Blend Modeling tools replace time consuming and complex manual processes with fast and efficient benchmark creation and execution. Through automated and scalable processes financial professionals can quickly address their benchmark blending requirements, reduce their overall risk, and spend more time on core business activities. Firms using our tools can also benefit through:

Searching RIMES’ database of more than 3.4 million indices Simple processes to retrieve, manipulate and store data Ability to break down views of sub-index components and constituents Ability to receive completed and validated blends via a regular RIMES data feed

 

Features of RIMES Blend Modeling

Using RIMES’ Blend Modeling tools couldn’t be easier. Users can store index-level blend definitions locally, download them from RIMES Online, or create blends in Excel through RIMES’ new add-in tools. RIMES enables users to:

Define a blend’s weighting, either by the user or against market capitalization
Use their own identifiers and names
Define the blend’s base value, start date, and rebalance date
Adjust the frequency of blend rebalancing
Leverage market capitalization scaling to align with various data partners’ methodologies
Add a cash component option with static or no return
Manage multiple blends

Key use cases

With RIMES Blend Modeling tools, firms can enhance blending processes for a number of value-add use cases including:

Measuring performance in back-test modeling
Accelerating time-to-market for new funds
Testing and launching thematic strategies and innovative investment styles
Validating blend themes

 

Data Management is in our DNA: contact us to receive more information about RIMES Blend Modeling or how to receive your blends through the RIMES data feed.

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