Category: White Paper
Co-sourcing with confidence: A smarter model for regulatory resilience
Why leading investment managers are blending control and capacity to meet today’s regulatory reporting demands
Investment monitoring and shareholder disclosures
In this overview we examine an important and taxing set of regulatory regimes, imposed by more than 100 countries around the world and applying generally to firms wherever domiciled. These regimes set investment limits and require threshold ownership disclosures, at levels commonly held by investment firms and other shareholders. While important regulatory changes are currently […]
The smart way to compliance
Why asset managers are embracing managed services for regulatory reporting
Updates to Form PF: Sections 1 and 2
The US Securities & Exchange Commission (SEC) is making major changes to Sections 1 and 2 of Form PF, starting with Q1 2025 reporting. Are you ready?
Abnormal returns part 2
As we discussed in our paper on “Abnormal” Returns (Bacon, Thompson and van der Westhuizen, 2016), calculating performance returns is relatively simple.ing performance returns is relatively simple.
Market liquidity risk: A scenario based approach
The traditional problem of Liquidity Risk is that the data needed for calibrating these models is only available for liquid instruments, trading on a regular basis and for which books of bid/ask and volumes are available.
Multi-period contribution analysis
This article demonstrates through worked examples how, why and where totals’ reconciliation differences can arise multi-period.
Abnormal returns part 1
Calculating performance returns is a simple matter; the only data required is accurate valuations at the start of the period and the end of the period, together with any transactions (cash flows) during the period.
Equity attribution
Are you sitting comfortably? How performance attribution adds insight, accuracy and persuasion to fund stories.
Institutional defined benefit plan targeting
Confluence helped an Asset Management firm define a debt distribution strategy based on client types and sizes, moving to LDI with the Prism Analytics platform.
Crisis Alpha
What goes up... How long can it go on? The bull run since the depths of the global financial crisis has seen the S&P grow from a low of 682 to a recent high of 2742, a staggering 17% CAGR over nine years.
Fixed income methodology
Confluence is a leading provider of end-of-day and intra-day pricing services.