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Products September 24, 2009
Northern Trust Adds Data to Risk Monitor
September 24, 2009 (PLANSPONSOR.com) - Northern
Trust has enhanced its online risk and performance tools for
investment manager and institutional investor clients with
new tools to deliver risk attribution and Value at Risk (VaR)
information.
Reported by Fred Schneyer
A news release said the new tools provide a view of
historical risk and performance information for
additional interpretation, comparison, and perspective,
including “ex-post,” or historical
calculations, which will supplement Northern Trust’s
existing “ex-ante,” or forecasted,
capabilities.
The Risk Attribution model provides clients with a tool
to observe the risk and return tradeoff as a result of
investment decisions, the company said.
The ex-post VaR capability calculates reports on
historical risk measures using a wide range of confidence
levels, enabling clients to focus on the tails of the
portfolio’s return distribution.
“Clients are increasingly looking for detailed analysis
of the sources of their portfolio risk, and these latest
enhancements are part of Northern Trust’s continuing
strategy to provide an integrated set of ex-post and
ex-ante risk and performance capabilities,” said Ian
Castledine, global head of Investment Risk product for
asset servicing at Northern Trust, in the
announcement.