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  5. Portfolio Systems 2015: A Front to Back Look

Portfolio Systems 2015: A Front to Back Look

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18 March 2015
Jay Wolstenholme

Asset Management Systems in the New Age

Abstract

Buy side “portfolio systems” need a definition overhaul. Portfolio systems now include portfolio risk, analysis, pre-trade / post-trade, portfolio/fund accounting, and shadow accounting. Not to mention IBOR. This report outlines the critical functions of portfolio systems, the buy side clients that need them, and the universe of key suppliers.

“As the pressures of new regulations, lower margins, investment diversity, and major wealth demographic shifts all affect the buy side, the laconic days of ‘one size fits all’ no longer cut it,” says Jay Wolstenholme, a senior analyst with Celent’s Securities and Investments practice and author of the report. “The universe of portfolio systems now ranges from enterprise front-to-back platforms to targeted ‘a la carte’ compliance/risk modules. Asset owners, asset managers, and industry intermediaries all need portfolio systems, but all with their own varying degrees of complexity and functional coverage.”

From real-time risk analysis to aggregation of internal and external asset managers, anyone who is evaluating how to operationally and technically manage their portfolios needs to understand the growing universe of suppliers and the possible disruptors. Asset owners, asset managers, and market intermediaries need to know what is available in the portfolio system marketplace in order to utilize technology to their investment advantage. The goal is the right fit of technology to achieve optimal investment return objectives, being cost-efficient while minimizing operational risk. Having the right portfolio system setup is a major step along this path.

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