VPD Portfolio Analytics

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Overview

Performance.           Attribution.           Composites.           Risk.

Accurately calculating performance, knowing which decisions are behind it, representing this accurately while assessing and understanding risks, are all key to controlling your investment process.

VPD Risk & Performance has a layer of portfolio analytics to compliment the VPD Data Solutions, namely:

•    Security level, multi-currency, daily performance calculations •    Full transaction or buy-and-hold Equity attribution, with a range of models •    Yield-curve based Fixed Income attribution •    Classification management for each portfolio to aid Composite construction •    A full range of GIPS ®-ready reports •    A VPD Risk Vendor Specific Interface to work alongside your chosen risk provider •    Complete market data management, calculating customised and blended benchmarksVPD Portfolio Analytics covers 3 main areas:VPD Attribution Our multi-currency solution can be full, stock level transaction-based or buy-and-hold depending on your data source, and offers full drill down functionality, analysing asset allocation, stock selection, interaction and currency effects for Equity attribution and yield curve, carry and spread effects with our Fixed Income Attribution models, which includes derivatives. VPD Composites Our Composites solution offers Composite construction, calculation and reporting in accordance with the GIPS® guidelines in order to assist you in achieving full GIPS® Firm verification. This includes calculation of statistics, user defined series and Composite disclosure management to achieve a full suite of GIPS® reporting.  VPD Risk With uncertainty across global markets, being able to identify and quantify sources of investment risk, combined with the correct level of reporting for the regulators, is key to managing your business. Our risk solution manages just that, along with additional data storage and enhancement capabilities.

Key Features

•    Security level, multi-currency, daily performance calculations •    Full transaction or buy-and-hold Equity attribution, with a range of models •    Yield-curve based Fixed Income attribution •    Classification management for each portfolio to aid Composite construction •    A full range of GIPS ®-ready reports •    A VPD Risk Vendor Specific Interface to work alongside your chosen risk provider •    Complete market data management, calculating customised and blended benchmarks

Key Benefits

Performance.           Attribution.           Composites.           Risk.

Accurately calculating performance, knowing which decisions are behind it, representing this accurately while assessing and understanding risks, are all key to controlling your investment process.

VPD Risk & Performance has a layer of portfolio analytics to compliment the VPD Data Solutions, namely:

•    Security level, multi-currency, daily performance calculations •    Full transaction or buy-and-hold Equity attribution, with a range of models •    Yield-curve based Fixed Income attribution •    Classification management for each portfolio to aid Composite construction •    A full range of GIPS ®-ready reports •    A VPD Risk Vendor Specific Interface to work alongside your chosen risk provider •    Complete market data management, calculating customised and blended benchmarks

Product/Service details

User Suitability (Capital Markets & Investment)
Asset Managers, Wealth Managers
Geographic Availability
Asia-Pacific, Europe, Middle East, North America, South America
Asset Class Coverage
Bonds, Commodities & Energy, Equities, Foreign Exchange (FX), Funds, Futures, Options and other Derivatives, Money Markets, Structured Products