A Fund Manager implements security level performance

One of the largest US based fund managers needed to implement security level performance across its business. Over the years a number of companies were acquired motivating a move to single integrated Investment Book Of Record (IBOR) across the business. Implementing performance analytics across the business platform allows this client to really leverage the value of its integrated platform. CastlePeak provided expertise to:

  • Verify performance calculations between internal legacy systems and Eagle PACE for principal, income, FX, gross and local returns.
  • Work with the vendor to update software to accommodate corporate actions including exchanges, rights , tenders and dividend accruals.
  • Ensure that the correct data items are collected from Eagle in order to support security level performance for all fixed income security types.
  • Supported system upgrades to accomodate security level attribution for derivatives including interest rate, total return, equity basket, credit default and futures swaps and a variety of option types.

The client successfully implemented security level performance in 2017 and is reaping the benefits of providing a single view of performance analytics across the business.

Why Us?

Our experience of performance measurement systems and processes meant we were able to effectively work with the clients performance analytics team in order to help them achieve success.