State Street Corporation has added several enhancements to the risk and analytics offering including new functionality for online and UCITS reporting and attribution dashboards.
Additional enhancements to the suite of analytic offerings include Executive reporting, monthly and daily attribution dashboards and UCITS reporting. Executive reporting enables clients to rapidly build customized multi-container reports with commentary and graphics. Monthly and daily attribution dashboards that support security-level attribution analysis across multiple classification roll-up schemes, benchmarks, methodologies and time periods have also been introduced.
Additionally, comprehensive UCITS reporting capabilities have been launched, including exposure and limit reporting, Value-at-Risk (VaR) analysis, back testing and stress testing. Additional interactive risk services include customizable reporting and position-based risk analysis.Elkins/McSherry, State Street’s trading cost analysis business, has launched Z-Score analysis that provides a score based on how closely each trade tracks the Volume-Weighted Average Price (VWAP), within the context of each stock’s volatility.
The firm also eclipsed the $10 trillion mark in client assets serviced by the firm’s investment analytics team.
“This $10 trillion milestone demonstrates State Street’s industry leadership in investment analytics and reporting and our commitment to continually enhancing our services for clients,” says William C. Pryor, senior vice president and head of State Street Investment Analytics.
(CM)