reporting

The Committee on Payment and Settlement Systems (CPSS) and the Technical Committee of the International Organization of Securities Commissions (IOSCO) have published their final report on the OTC derivatives data that should be collected, stored and disseminated by trade repositories (TRs).

VPD is a leading provider of solutions to the asset management industry. The flagship product suite – VPD Risk & Performance – provides functionality and value to asset management operations. It covers a number of functions like GIPS, Attribution, Reporting and Enterprise Data Management with a special edge on risk and performance functions.

In close collaboration with Alfred Berg Asset Management AB, BNP Paribas IP, and other clients, VPD has developed a reporting package to meet regulatory and analytical requirements for RISK.

Northern Trust announced today it has introduced a new ad hoc query that gives clients access to more detailed information on the Terms and Conditions of Over the Counter (OTC) derivatives instruments.  

Available to both asset managers and asset owners via Northern Trust’s multi-faceted online platform, Passport®, the new Holdings - Derivatives Detail query includes new data elements that are specific to the Terms and Conditions that define the trades for over the counter swaps, credit default swaps, options and swaptions.

State Street Corporation (NYSE:STT), one of the world’s leading providers of financial services to institutional investors, today announced that it crossed the $10 trillion mark in client assets serviced by the firm’s investment analytics team. In addition to this milestone, enhancements were added to the risk and analytics offering including new functionality for online and UCITS reporting and attribution dashboards. 

Solution delivers scenario and factor stress testing using multiple risk models

Northern Trust (Nasdaq: NTRS) has enhanced its asset and liability risk reporting to help its pension fund clients across the globe monitor their coverage ratio risk over different time horizons. The reporting uses multiple risk models to deliver scenario and factor stress testing data and is particularly appropriate for the Dutch market where it supports clients’ requirements for risk reporting compliant with FtK regulations. 

SunGard has launched Adaptiv Riskbox, a new market and credit risk solution that employs a results-centric approach to risk to help banks analyze, share and explain risk results quickly and accurately. SunGard’s Adaptiv Riskbox uses proven risk analytics embedded in a task-oriented solution to help firms streamline the daily risk production process. The solution’s turn-key design offers rapid implementation and helps lower total cost of ownership.

 Investors require in-depth risk reporting and lower fees whilst regulators are soon to introduce their own set of reporting requirements that hedge funds must comply with. In a Q&A, Sophis' Eric Bernstein explains how hedge funds improve the transparency in risk reports whilst managing operational costs efficiently in an ASP solution.

Q. How has risk reporting changed post-financial crisis? What are investors demanding?

The futures industry is working on an ownership and control reporting system that will serve as a practical and cost-effective alternative to the OCR system proposed by the Commodity Futures Trading Commission, the Futures Industry Association said in comments submitted to the agency on Oct. 7.

StatPro Group plc, a leading provider of portfolio analysis and asset valuation services for the global asset management industry, today announces that the South African custodian division of Nedbank has committed to the new StatPro Seven analytics platform.

Nedbank, the fourth largest bank in South Africa, has signed for StatPro Seven Performance, Attribution, Fixed Income, Compliance and Analytics Reporting modules plus Index Data services.