Seeing is Believing: why boutique asset managers need better visibility and smaller margins of error [Slideshare]

Date: July 6, 2016

Generating a single copy of the data around performance attribution coupled with comprehensive analysis of risk, has become an essential capability for boutique asset managers.

Several key industry trends are driving this:

  1. A shift toward risk-factor based allocation approaches.
  2. Pressure from asset owners for a deeper understanding of both performance and risk profiles.
  3. The need to compete with higher performing investment strategies.

In this slideshare presentation we explore the issues: smaller asset management firms have a lot to gain from developing this capability; but they have less time to cross check and manually input data; they also have a smaller margin of error when verifying the data is correct.


To learn more about 13f-2 watch our webinar replay Part 1: Unpacking the SEC's New Disclosure Rules for Shareholders
Join us for Part 2: Operationalizing the SEC's New Disclosure Rules, for Shareholders on December 12.