The Portfolio & Fund Reporting Solution

Monitor

AssetReporter^TM enables Asset Managers to actively monitor the performance and risk of their investment portfolios. It allows comprehensive Fund and Portfolio diagnosis and produces advanced and to-the-point reports at various frequencies, from daily to quarterly. These reports can be tailored in many ways, from the risk and performance metrics being used to the span and depth of their coverage and to the layout of the final output in function of the audience.

Comply

AssetReporter^TM allows industry participants to implement a rigorous and independent performance and risk review process that meets the increasing demand from investors for greater transparency of the financial vehicles in which they invest. The service also helps professionals to comply with the evolving legal and regulatory requirements regarding investor protection and the monitoring of portfolio risks.

Understand

The service goes beyond the standard output generated by traditional reporting services which are increasingly challenged for their diminishing relevance. AssetReporter^TM includes the latest developments in analytics for risk, return and performance measurement, comprehensive stress testing and scenario analysis. It integrates the latest academic research and techniques, and as important, it translates sophisticated analytics into plain English explanation of their meaning. As such AssetReporter^TM provides insightful interpretation keys for professionals and their constituency and their clients. This supplement of transparency adds objectivity to the Asset Managers’ investment expertise.

"AssetReporter^TM: a cost-effective, independent and easy to understand reporting service that combines advanced diagnosis and compliance objectives of your investment portfolio in all market conditions"

Why you should use AssetReporter^TM

AssetReporter^TM is used by Asset Managers, Risk Managers, Compliance Officers, Custodians, Banks, Pension Funds, Wealth Managers and more. It provides an opportunity to leverage your firm investment expertise and to monitor compliance of portfolios behaviour with risk strategies and regulations. This service also provides your Risk Managers and your Board Members with clear information to better understand performance and risk sources. The service can be rapidly deployed and offers an accelerated return on investment. The service provides a tangible cost reduction in the production of reports but also on the constant integration of the rapidly changing performance and risk measurements methods.

AssetReporter^TM has been developed to deliver the following key features :

• Comprehensive, condensed or detailed, risk and performance reports for fund trustees, asset managers, risk managers and compliance officers. These reports help further improve their performance through the provision of clear and actionable information.
• A flexible reporting engine on current, historical and simulated data.
• Customizable reporting configuration covering standardized templates, assisted report construction or even a free style marketing configuration.
• Comprehensive investment portfolio diagnostic and analysis that includes simulation, dynamic style analysis, leverage analysis, performance analysis and more;
• Different analysis of portfolio structures based on specific criteria (like currencies, sectors, product categories) and benchmarked to specified asset allocations;
• Computation and backtesting of portfolios' market risk (Value-at-Risk) using traditional and advanced methods such as historical, modified, Extreme Value Theory, Gaussian and Monte Carlo.
• Detailed tracking of portfolios' risk, return and in-depth performance measures at any level – security, currency, market or portfolio;
• Simulation and stress testing of the potential portfolios' value change based on specific market shocks or on any others scenarios defined by the client;
• Integration of an unprecedented variety of relevant risk and performance measures, from classical metrics to the most recent advanced portfolio analysis.
• Analysis of the true sources of risk and performance by attribution to asset types, sectors, or other standard or customized classifications;
• Comprehensive backtesting of a given portfolios' composition to illustrate their risk and performance characteristics.

For more details on the various modules included in AssetReporter^TM,
download our brochure or contact us...