Investment Tools Case Studies
Client: Large Insurance Company
Service: Aladdin
Goal: Create a consolidated and consistent risk management, portfolio management and transaction processing environment for all General Account, mutual funds and third party client assets
BRS Services:
- Daily risk reporting with views by line of business, legal entity, asset class and manager
- Streamlined portfolio management and trading process, including ability to ensure fair allocation across General Account and Third Party portfolios
- Real-time compliance testing for statutory, internal and client guidelines
- Robust capabilities to manage its large and complex derivative portfolio
Client: Large Asset Manager
Service: Aladdin
Goal: Manage fixed income portfolios on one integrated and automated platform to increase information transparency and minimize operational risk
BRS Services:
- Scalable platform that supports management of a large number of portfolios in a scalable, efficient and consistent manner
- Full integration of all parts of the investment process – risk analytics, portfolio management, trade processing, compliance, credit management, operational processing and performance measurement/attribution
Client: Public Pension Plan
Service: Risk Solutions
Goal: Understand total plan risk across all asset classes
BRS Services:
- Monthly suite of Green Package risk reports that includes fixed income, equity and alternative assets across both internally and externally managed portfolios
- Compliance reports that show portfolio exposures relative to compliance guidelines and identify compliance breaches
- Access to interactive PortfolioRiskTools to support a variety of ad hoc portfolio risk analysis including VaR, tracking error and stress testing
Client: Large Bank
Service: Risk Solutions
Goal: Receive complete and timely portrayal of the risks in its consolidated balance sheet and investment portfolio
BRS Services:
- Daily risk reporting on entire balance sheet including commercial loans, home equity loans, auto loans and deposits
- Incorporate market-based performance measures for the management of the investment portfolio (i.e., Bank benchmark)
- Daily value-at-risk and stress testing to manage risks within ALCO limits