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Buy Side Portfolio and Risk Management: Keeping a Sharp Eye on Risk, Returns, and Perfect Storms

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27 November 2013
Cubillas Ding

Abstract

Driven by changing investor priorities, sophisticated investment strategies, and sustained regulatory pressures globally, investment firms need to raise the bar on portfolio management, risk, and investment operations. Celent expects buy side portfolio and risk management software spending to grow to $1.9 billion in 2015.

In the report Buy Side Portfolio and Risk Management: Keeping a Sharp Eye on Risk, Returns, and Perfect Storms, Celent examines changes, emerging trends, and impact to portfolio and risk management practices in the context of broader shifts in investment market and business models.

The investment industry is caught up in the crossfire of something larger than itself, with complex webs of compliance and risk-centric regulations around capital, transparency, clearing, and investor protection; socioeconomic challenges around retirement trends, pensions and financial services reforms, and the shifting dynamics of wealth between developed and emerging economies. In response, investment management firms (asset owners, managers, and servicers) are implementing investment strategies that are more diversified, defensive, and “risk-transparent.” Market players are expanding multiasset class investing, balancing alpha-beta strategies, driving the application of risk factor-based investment approaches, and employing next-generation smart beta solutions.

“Beyond raising efficiencies in investment operations, firms must sharpen multiasset portfolio construction and risk optimization capabilities to accurately understand underlying drivers of risk and balance the risk and return equation for different investor segments,” says Cubillas Ding, Celent Research Director and author of the report. “The last global financial crisis was labeled as a perfect storm, for the right reasons. However, the next perfect storm could already be brewing.”

The report provides insights into portfolio and risk vendor dynamics and their impact on firms that select third party solutions. In particular, technology priorities, spending dynamics, and the evolution of vendor offerings in this space are examined. Firms covered include: Axioma, Barclays POINT, Bloomberg, DST, IBM Algorithmics, Misys Sophis, MSCI Barra, Northfield, Quantifi, Riskmetrics, S&P Capital IQ, State Street, and SunGard APT.

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