Its about managing users, content and access rather than managing software. Revolution is a global provider of awardwinning portfolio analytics solutions. The groups cloudbased platform provides vital analysis of portfolio performance, attribution, risk and. Software licences statpro revolution including delta. Experience with the full development process for financial services software equity and fixed income performance and attribution. Jp morgan, statpro tie up to develop multiasset portfolio. The launch of revolution fixed income attribution in july is the first step towards achieving. The solution will integrate the companys fixed income expertise in benchmark indices and analytics with statpros cloudbased portfolio analytics technology. Jp morgan stated that the solution will be available through its flagship data and analytics platform.
The move to a cloud model has also allowed the firm to roll out software versions of the platform at a steady cadence, providing clients with access to the latest updates on a fortnightly basis. Jp morgan has entered into a partnership with statpro group to develop multiasset risk and performance attribution capabilities for asset managers. The integration of delta, acquired on 15 may 2017 from ubs, is progressing well with the project phased over three to five years as statpro incorporates deltas functionality into its flagship product, statpro revolution. Morgan to develop a multiasset portfolio analytics solution for asset managers. Statpro revolution doesnt just analyze equity and fixed income portfolios, it is.
Creating complex models to measure how changing variables such as yield curves will affect the return outcomes of a subset of fixed income assets is imperfect, labor intensive, prone to. Statpro group plc has a strategic partnership with j. Fixed income attribution on a sample portfolio in statpro revolution. Statpro group plc develops, markets, and distributes software, data solutions, and related professional services to the asset management industry in the united kingdom and internationally. Statpro grows revenue and profit finextra research. This year, statpro added support for fixed income attribution fia. As part of my cooperation with statpro, in the last few years, i have been taking part in the research and development of revolution. Software as a service saas as a percentage of software arr now 84% 2017. Statpro, the london alternative investment market listed provider of portfolio analysis tools has published the 65th version of its cloud based revolution solution. While fixed income still troubles parts of the performance measurement industry, there can be no denying how far it has come. Jp morgan and statpro to develop multiasset portfolio. Investegate statpro group plc announcements statpro.
It breaks down a portfolios performance into allocation, selection and optionally, interaction. Revolution has the latest cloudbased technology, unprecedented scalability and our global industry expertise. Fixedincome managers need specialized attribution models that for example incorporate all the effects of yieldcurve movements. Investegate statpro group plc announcements statpro group. Statpro revolution is an integrated performance and risk solution designed to. A financial software developer, statpro supplies portfolio analytics and data software to the global asset management industry. Fixed income attribution financial engineering general. The portfolio analytics firm offers risk, performance, and portfolio construction tools through its flagship software, statpro revolution. The statpro blog provides information and opinion about the portfolio analysis and performance measurement industry. Jun 24, 2019 revolution is a global provider of awardwinning portfolio analytics solutions. In preparation for the planned restructure of the business into.
With the help of capterra, learn about statpro revolution, its features, pricing information, popular comparisons to other investment management products and more. Outsourcing to benefit statpro investors chronicle. Jan 25, 2017 but fixed income attribution has entered a new age, and in many cases, models have evolved beyond the needs of fund managers. This multiasset class analytics platform helps statpros clients increase assets under management, improve client service, meet tough regulations and reduce costs. Statpro group plc solid growth in revenue and profit.
Experience with the full development process for financial services software equity and fixed. Investment portfolio management software, equity attribution, fixed income. Statpro revolution, the companys flagship, cloudbased platform, provides fixedincome attribution, configurable dashboards, and it is expanding its performance book of record, such as by allowing multiple periodic sets of results to be calculated and exported in bulk at the very earliest points within the performance measurement process. The cloudbased platform offers vital analysis of portfolio performance, attribution, risk and compliance. Statpro revolution is first of its kind comprehensive platform that covering more than 3.
Statpros fixed income attribution product is a yield curve based analytics solution. Delta has gained a strong reputation in the fixed income markets and has c 115 clients including insurance companies, asset managers and pension funds, mainly in the uk, france and switzerland. Following this conversion, the group has approximately. Statpro revolution is an integrated, cloudbased performance and risk platform designed to increase productivity and lower costs performance and risk in a single platform calculate performance on 100,000 portfolios in 30 minutes. Statpro group plc shifts big insurance company over to its. Acts as an executive director of statpro south africa, responsible for managing and overseeing the client services activities of the company in south africa, including the provision of support for the companys portfolio analytics software and the rendering of consulting services to the companys client base in the areas of performance measurement, equity and fixed income attribution, risk. Statpro revolution is an integrated performance and risk solution designed to increase productivity and lower costs. Riaan burger, cfa, frm senior analytics consultant. Attribution analysis can be calculated in statpro revolution using either the arithmetic grap or geometric approach. Following this conversion, the group has approximately gbp5 million of legacy statpro seven annual software.
Fixed income attribution has been written to fill this. Looking forward, statpro will look to further enhance its customized dashboards and extend its support of fixedincome attribution. The fiveyear agreement will enable jp morgan customers to gain access to statpro revolution and jp morgans fixed income benchmark indices. Following this conversion, the group has approximately gbp5 million of legacy statpro seven annual software subscriptions to convert. Statpro revolution a complete and powerful cloudbased solution for portfolio. Statpro is a global provider of award winning portfolio analytics solutions for the. The transition from ubss systems will take place over three to five years, but good progress was made over the six months, with statpro launching a beta. Statpro provides cloudbased portfolio analysis solutions to the global investment management industry. The platform allows customers to access portfolio performance measurement, attribution, contribution, allocation, risk, and compliance analytic from a web browser. Statpros data offering is a complete suite of applications that range from asset pricing, corporate actions and reference information to an evaluated service that provides independent valuation of overthecounter otc assets, covering the world of fixed income, derivates and structured products. Advanced attribution analysis supporting topdown, bottomup, and currency. Statpro is a global provider of award winning portfolio analytics solutions for the investment community. The project to integrate deltas functionality into our flagship product, revolution, is going well. The revolution fia module provides accurate, detailed and transparent analysis of fixed income and multiasset portfolios, decomposing.
Jun 25, 2019 the software company will work with the banks data and analytics unit to develop risk and performance attribution capabilities for portfolio managers through the banks flagship platform. The partnership will provide statpros services with a new. Yield curve based fixed income attribution with unrivalled analytical flexibility. Statpro group plc, the aim listed provider of cloudbased portfolio analytics and data solutions for the global asset management industry, today announces a new partnership with. Sep 25, 2018 creating complex models to measure how changing variables such as yield curves will affect the return outcomes of a subset of fixed income assets is imperfect, labor intensive, prone to mistakes and costly, yet many fixed income shops still look at scenario and attribution analyses this way. Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. In preparation for the planned restructure of the business into three divisions, we. For example, the risks affecting the return of a bond portfolio include the overall level of the yield curve, the slope of the yield curve, and. Statpro revolution provides advanced equity attribution following the standard brinson methodology. Revolution was selected, following a competitive tender process and statpros release of its new fixed income attribution and risk module.
Statpro revolution performance statpro composites statpro revolution fixed income attribution statpro revolution risk. Statpro revolution is a cloudbased portfolio analytics platform integrating. Statpro revolution is a sophisticated and complete portfolio analytics service. The launch of revolution fixed income attribution in july is the first step towards achieving functionality parity with delta.
The launch of revolution fixed income attribution in july is the first step towards achieving functionality parity with delta, wheatley told shareholders. The groups cloudbased platform provides vital analysis of portfolio performance, attribution, risk and compliance. Statpros best of breed transaction based attribution analysis product is an equity attribution and fixed income attribution analysis tool measuring. Attribution statpro revolution cloudbased portfolio. Fixedincome attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time for. The solution will integrate the companys fixed income expertise in benchmark indices and analytics with. Fixed income attribution effects fixed income bond risks our attribution module has been developed in cooperation with bond experts and asset managers internationally and therefore offers superior models to better reflect and exactly explain the performance of any bond investment process. The future landscape of performance attribution statpro blog. The scale and flexibility of statpro revolutions fixed income attribution model was a key factor in the decision process. Aug 01, 2018 the launch of revolution fixed income attribution in july is the first step towards achieving functionality parity with delta. Part of the catalyst was the accession of new blended, strategic bond funds. Attribution analysis can be calculated in statpro revolution using either the.
Our primary differentiators remain fixed income risk and attribution, built on marketleading curves, and supported by excellent client service. Statpro revolution is an integrated, cloudbased performance and risk platform designed to elevate productivity and decline costs. Fixed income managers need specialized attribution models that for example incorporate all the effects of yieldcurve movements. Jul 01, 2019 the scale and flexibility of revolutions fixed income attribution model was key in the decision process, with the contract also including performance and equity attribution and composites. Revolution helps clients reduce costs, improve client communication and control investment decisions. Broadridge partners with statpro to deliver comprehensive. But fixed income attribution has entered a new age, and in many cases, models have evolved beyond the needs of fund managers. Statpros data processing service feeds statpro revolution with security level.
Morgans fixed income benchmark thus assisting front office decision makers in effectively managing risks and performance. For fixed income attribution the brinson model is insufficient by necessity separate tools have been developed to measure the exposure to duration, the changing shapes of yield. The strategic partnership with statpro provides comprehensive analytics for alternative and traditional asset managers working to meet an increased demand for performance measurement, attribution. Morgans clients with access to statpros portfolio analytics platform statpro revolution along with j. Performance attribution product of the year statpro.
Data outsourcing expected to be a key trend in the asset management industry. Gathering of information for business requirements. Morgans fixed income benchmark thus assisting front. As part of my cooperation with statpro, in the last few years, i have been taking part in the. Statpro s fixed income attribution product is a yield curve based analytics solution decomposing. The software company will work with the banks data and analytics unit to develop risk and performance attribution capabilities for portfolio managers through the banks flagship platform. Statpro revolution, the companys flagship, cloudbased platform, provides fixedincome attribution, configurable dashboards, and it is expanding its performance book of record, such as by allowing. Jpmorgan may be building a competitor to blackrocks. Our primary differentiators remain fixed income risk and attribution, built on marketleading curves, and supported by excellent client service, flexible reporting and a hosted infrastructure optimized for onthefly analysis.
The statpro revolution platform a complete performance measurement and portfolio analytics platform. Statpros fixed income attribution product is a yield curve based analytics solution decomposing fixed. Statpros data processing service feeds statpro revolution with securitylevel. Statpro group and statpro revolution portfolio analysis software. Fixed income attribution yield curve based fixed income attribution with unrivalled analytical flexibility. The route is the factor based approach, where the performance of. Equity attribution from security level to total fund level and everywhere in between. Fixed income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time.
Navigating the challenges of fixed income attribution. Statpro launches v65 of revolution investmenteurope. Financial software specialist statpro is a british firm to. Handing over specifications to developers and testers. The integration of delta, acquired on 15 may 2017 from ubs, is progressing well with the project phased over three to five years as statpro incorporates deltas functionality into its flagship product, statpro. Our authors are experts from within statpro and other organizations specializing in research and trends affecting the asset management sector. The revolution fia module provides accurate, detailed and transparent analysis of fixed income and multiasset portfolios, decomposing the returns of fixed income instruments into relevant components of yield curve, spread, carry, inflation and currency. Statpro revolution portfolio analysis equity attribution models.
Statpros traditional market is the middle office, although its revolution cloud service has extended the market to the front office as well. Its statpro revolution is a platform, which allows users to access portfolio performance, attribution, contribution, allocation, risk and compliance analytics. Delta has gained a strong reputation in the fixed income markets and has c 115 clients including insurance companies, asset managers and pension funds, mainly in the uk, france and. Statpros cloudbased portfolio analysis enable you to get the information you want. In preparation for the planned restructure of the business into three divisions, we have appointed a new divisional ceo to lead and develop source. Revolution delta is one of very few multiasset risk and performance vendors with origins as a frontoffice fixed income analytics tool. Yield curve based fixed income attribution with unrivaled analytical flexibility. The scale and flexibility of revolutions fixed income attribution model was key in the decision process, with the contract also including performance and equity attribution and composites. Statpro announces partnership with interactive data to.
Acts as an executive director of statpro south africa, responsible for managing and overseeing the client services activities of the company in south africa, including the provision of support for the companys portfolio analytics software. Statpro group plc solid growth in revenue and profit infovest. See who you know at statpro, leverage your professional network, and get hired. Jp morgan partners with statpro to develop multiasset. The group released the beta version of revolution fixed income attribution fia. Statpro s best of breed transaction based attribution analysis product is an equity attribution and fixed income attribution analysis tool measuring. Aug 19, 2018 the project to integrate deltas functionality into our flagship product, revolution, is going well. Financial software specialist statpro is a british firm to be. Statpro revolution is a cloudbased portfolio analysis and reporting system.
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