Performance Measurement & Performance Attribution Solutions for Accuracy & Efficiency
Client reporting, PM decision making and internal performance evaluation relies on accurate Performance Measurement and Performance Attribution. Mistakes as common as not weighting a portfolio correctly can grossly overstate or understate security selection and performance. The ability to analyze outputs and recognize these errors requires an equal understanding of the inputs in order to solve the root cause of the problem. Clients look to IMP to leverage our expert-level resources to test, validate, automate and reconcile every process from pricing to pay-down models to ensure transparency in the performance process.
POINT Transition Services
Now that Bloomberg has announced that it has completed the acquisition of Barclays’ Risk Analytics and Index Solutions (BRAIS), which includes the intellectual property of POINT portfolio analytics, it is critical for performance teams to start planning their migration. Whether you are migrating to PORT or seeking other solutions - IMP's performance system experts provide the guidance you need to accelerate your system search and selection, proof of concept, and implementation in order to successfully meet the 18-month transition deadline.
Visit our Barclays POINT to Bloomberg PORT Resource Center to view a sample roadmap and download the must-ask vendor questionnaire for your performance system RFP.
Email firstname.lastname@example.org for more information on the Barclays POINT transition.
Performance Attribution Solutions:
- Verification of completeness in your algorithms
- Report testing and validation
- Stress testing of changes in the yield curve, spreads and FX
- Assessment and analysis of outputs
- Customized reports to accommodate multiple interfaces and data sources
Performance Measurement Solutions:
- Independent evaluation of your performance analytics
- Historical total return analysis: comparing monthly returns to trailing 3-, 5-, and 10-year horizons
- Evaluation of comparative statistics such as average total return, return distributions, standard deviation
- Benchmark comparisons
- Geometric Models/Logarithmic Linking
- Review of traceability in your system
Performance for Accurate Client Reporting and Informed Decision Making
Our knowledgeable consultants bring a detailed understanding of all asset classes—how the instruments trade, what data is required, whether the analytics look reasonable—and will work with you and your team to ensure streamlined data integration with robust testing and validation.
We leverage our years of experience in working with multiple asset classes, security attributes, data & data feeds and the unique nuances of specific performance systems.
Portfolio Managers, Risk Managers, Developers and Compliance teams work with IMP to:
- Explain model results to help internal teams accurately interpret the data
- Ensure that performance tools are used correctly
- Verify that stress tests and other model settings have been configured in a standard manner
- Identify errors in manual processes and create proper workflows in a new application
- Select the best application for your needs