State Street Unveils Sec Lending Risk/Return Calculator

June 19, 2001 (PLANSPONSOR.com) - State Street Corporation has launched SL PerformanceCalculators, an online calculation tool that estimates securities lending risk and returns.

Investors can develop risk return parameters and design their collateral reinvestment portfolio by entering their asset allocation and investment parameters into the calculator, which returns an estimate of securities lending income and risk.

The tool combines securities lending average on-loan percentages and demand spreads from the Risk Management Association’s (RMA) industry composite with collateral spreads and risk representative of State Street’s proprietary collateral reinvestment funds.

The release complements the company’s risk-adjusted performance measurement product, SL PerformanceAnalyzer, which was launched in March 1998.

SL PerformanceCalculators is publicly available at www.gsl.statestreet.com .

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