A global asset manager was looking for an enterprise risk management system to provide analytics across a wide range of complex asset classes. They process approximately 50,000 instruments, ranging from equity fixed income to structured credit to exchange traded and OTC derivatives. The scope and volume of their investment book made their requirements particularly complex. Different groups within the firm needed absolute and relative reports to be generated interactively and in batch. After careful consideration, they selected RiskMetrics RiskManager 4 and Managed Services.

Highlights from the implementation

Automated data processing and enrichment

During the implementation we established a data workflow that allows the client to send us their global position/ benchmark data on a daily basis. The data is being enriched with our market data and terms and conditions. The feed also contains hierarchy definitions for their complex account structures to get accurately weighted and represented in the user interface and automated reports.

Fully automated reporting

We also created a fully automated reporting process that produces a large number of customized reports. PDF account level reports are being generated for direct consumption by the front and middle office. Raw data reports at the position level are delivered to feed their internal systems. The mix of our interactive ASP product, fully automated data consumption and batch reporting, augmented by implementation consulting helped our client to improve global risk management.

We look forward to a long and successful relationship with our client.

For more information about RiskManager 4 and Managed Services, contact us.

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