Buy-Side Priorities in Risk Management Technology: Through the Looking Glass
Report Summary
Buy-Side Priorities in Risk Management Technology: Through the Looking Glass
As vendors expand their coverage of the investment life cycle and of asset classes, further consolidation is inevitable.
Boston, October 17, 2018 – The requirements for best-of-breed risk systems and position-keeping systems in North America and Europe have evolved over time, with static reports no longer sufficient given increased demand for flexibility and ad hoc intraday analysis. Buy-side firms face the regulatory burden of increased disclosure requirements and the need to frequently monitor and perform stress tests on the portfolio, and risk teams are expected to bring a risk lens to help deliver the best risk-adjusted outcomes for clients.
This Impact Report updates a series of past risk-themed research with a focus on investment-related risk spanning market risk, credit risk, liquidity risk, and liability risk. It is based on Aite Group interviews with 29 buy-side market participants in North America and Europe, including those from traditional asset managers, hedge funds, pension funds, and a custodian, conducted between August 2018 and October 2018.
This 42-page Impact Report contains 22 figures and two tables. Clients of Aite Group’s Institutional Securities & Investments service can download this report, the corresponding charts, and the Executive Impact Deck.
This report mentions Amazon, Axioma, BlackRock Solutions, Bloomberg, FactSet, FIS, Google, IBM, MSCI, Microsoft, Northfield, Omega Point, Qlik, SimCorp, StatPro, State Street Global Exchange, and Tableau.