Portfolio performance and risk analysis solutions. A one-stop solution for all your client reporting, performance, attribution and risk needs

Transcription

1 Portfolio performance and risk analysis solutions A one-stop solution for all your client reporting, performance, attribution and risk needs

2 UNDERSTAND and explain your performance You need to be able to analyse the performance of your funds and explain it, bringing your expert knowledge to the fore in a highly competitive and increasingly international market. To help you stand out from the crowd, our team of experts offers a full range of solutions to provide a complete picture of performance analysis, portfolio structure and performance attribution. Performance and investment analysis You can track the evolution of your assets using our online performance measurement tools: n Evaluate the performance of your portfolios and their benchmarks using several level of analysis n Run Ex-Post risk statistic calculations Portfolio structure analysis Our sophisticated reports help you understand the portfolio structure and highlight the main movements related to purchases, sales, reinforcements and reductions. Different types of breakdowns are available geographical, sector-based, rating, strategies, maturity or tailor-made. Available with or without consolidation, you can choose the breakdowns you need to match the portfolio s strategy. Portfolio concentration and geographical breakdown for each portfolio (Source: online tool DNA). Performance attribution How did you get those results? We help you explain the portfolio s performance relative to a benchmark by decomposing the performance into several attribution effect: asset allocation, stock picking, and market allocation. We use different methods of attribution: n Classical attribution n Detailed attribution n Advanced attribution including successive spreads for interest rate products n Multi-Period Management report: fixed income portfolio analysis.

3 As regulations change, you need a partner you can trust to provide fast, accurate solutions to compare and measure performance and monitor the risk exposure of the portfolios you manage. At BNP Paribas, we share our expertise to enhance your know-how. And we provide a complete range of sophisticated tools and services to help you deliver meticulous explanations of your portfolio performance. UNDERSTAND OPTIMISE Marketing Management reports Regulatory authority orm Performance model analysis Attribution Management Portfolio o performance and risk analysiss Portfolio rtfo analysis Ex-Ante Regulatory reports risk Audit DEMONSTRATE Sales reports Sales forces Clients and prospects OPTIMISE your risk management The regulatory authorities at both national and European levels are demanding greater transparency in your portfolio risk analyses. With 15 years experience, we create reports which comply with regulatory requirements (UCITS, Solvency II, Basel III, AIFM, EMIR, etc.), whilst remaining independent and neutral. You can choose from a range of indicators and analyses to monitor your risk exposure and extract a consolidated view of the risk/return trade-off. Ex-Ante risk: n Control market risk in an uncertain financial setting n Support investment decisions and allocation of portfolios n Satisfy regulatory requirements n Complete fund performance analysis: risk/return trade-off The tools at your disposal: n Ex-Ante risk calculation tools: volatility, VaR, CVaR, etc. n Attribution tools for Ex-Ante volatility and tracking error n Consolidation of portions of investment n Stress testing: as well as measuring risk, these can simulate crisis situations on the portfolio n Backtesting

4 DEMONSTRATE your expertise Regardless of the type of reporting (regulatory, management or for commercial purposes), the style must be as perfect as the content. You decide whether you want to outsource some or all of your report production, from performance measurement and attribution to producing the factsheet. A fund promotion tool Promote your fund with a factsheet summarising the portfolio s main characteristics: n Main performance indicators n Ex-Post risk indicators n Breakdown of investments by asset type, geographical sector and maturity date n Top 10 holdings Constantly evolving and flexible reporting Your reports can be used not only to highlight your investment strategies and performance for your clients, but also as real scorecards and internal decision-making tools for your board of management, the sales department and even the marketing teams. With over 600 parameters and nine languages, you can adapt your report to any type of management style and to suit every manager s requirements to create: n Factsheets, KIID, management reporting, breakdowns, attributions, inventories You choose: n The combination of analyses, attributions and parameters n The format and data to be used n The frequency of the reports and we do the rest. We produce reports designed to exactly match your content, corporate style and design requirements. High quality data Example of a factsheet including performance, breakdown by currency, country, geographical sector, and TOP 10 positions. Gathering, checking and controlling data takes time. You can access our unique architecture to have all the information you need at your fingertips, saving you time. You have access to reliable, detailed data originating from a large number of sources to produce high-quality reports. We can send your data on in different formats for use in third-party systems (pdf, xls, ftp, etc.).

5 A Strategic partner Think of us as your strategic partner who meets all your requirements in terms of neutrality, consistency and standardisation. We have the people with the means to help you meet your objectives. Support from a team of experts Our dedicated team supports you throughout the entire process, from integration to producing reports. This means that you are always in control of the solutions we offer you. Facts and figures A single point of contact for all services A collaborative tool: you control your reports In addition to your automated reports, you can access and customise the information you need when it suits you using our extranet reporting tool CODEX. CODEX allows you to view the reports we produce so you can make amendments and add manager s comments before completion. You can also view a log of all documents produced. 280 experts 175 performance analysts, 50 business analysts, 55 IT specialists Follow the sun approach Operations in all time zones across the globe 5,500 portfolios 9,500 reports produced a month Identify and manage your costs By externalising your portfolio analysis activity you can clearly identify your related expenditure while enjoying the benefits of scalability, customised to your requirements. You can rely on our expertise and help for: n Delivering the service you need at the frequency your clients require n Project management n Organising workshops n Product development n Research and development n Education and training Fixed income breakdown by maturity, notation, duration and payment (Source: online tool DNA). Allowing you to do even more DNA Data Navigator Analysis is an online tool allowing you to navigate in the performance and risk data of your portfolios dynamically. You can multiply the scope of analyses using a vast selection of parameters and filters: n Fund/Benchmark Comparison n Consolidations (GIPS) n Details of individual shares n Breakdowns Turnkey solutions with bespoke options By joining our client circle, you have immediate access to all the products and services we offer our entire client base. Or should you prefer, you can customise your reports using our online bespoke options. n Ex-Post risk n Ex-Ante risk n SRRI

6 A major force in asset servicing As one of the most creditworthy banks in the world as rated by Standard & Poor s, BNP Paribas offers you the financial stability you need. We service over 6,300 funds worldwide, hold over USD 6 trillion in assets under custody and administer over USD 1 trillion in assets across all markets and instruments. For more information, go to: Bp2s_corporate_communications@bnpparibas.com The information contained within this document ( Information ) is believed to be reliable but BNP Paribas Securities Services does not warrant its completeness or accuracy. Opinions and estimates contained herein constitute BNP Paribas Securities Services judgement and are subject to change without notice. BNP Paribas Securities Services and its subsidiaries shall not be liable for any errors, omissions or opinions contained within this document. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument. For the avoidance of doubt, any information contained within this document will not form an agreement between parties. Additional information is available on request. BNP Paribas Securities Services is incorporated in France with Limited Liability and is authorised and supervised by the Autorité de Contrôle Prudentiel (ACP) and by the Autorité des Marchés Financiers (AMF). BNP Paribas Securities Services London branch is authorised by and subject to limited regulation by the Financial Services Authority for the conduct of its investment business in the United Kingdom; details on the extent of our regulation by the Financial Services Authority are available from us on request. BNP Paribas Securities Services London Branch is also a member of the London Stock Exchange. BNP Paribas Trust Corporation UK Limited and Investment Fund Services Limited are authorised and regulated by the Financial Services Authority. The services described in this document, if offered in the U.S., are offered through BNP Paribas and its subsidiaries and its affiliates. Securities products are offered through BNP Paribas Securities Corp., a subsidiary of BNP Paribas, a broker-dealer registered with the Securities and Exchange Commission and a member of SIPC, the Financial Industry Regulatory Authority, New York Stock Exchange and other principal exchanges. Printed on recycled paper by Edit O verso Designed by the graphics department, corporate communications, BNP Paribas Securities Services June 2011