London, United Kingdom, August 10, 2015 – National Australia Bank, in conjunction with StatPro, launched its Predictive Risk Analytics Service in Australia last week. This new predictive risk product is based on the world-class StatPro Revolution platform and will provide NAB’s Asset Servicing (NAS) clients with access to enhanced data and risk analysis across fund… Read more » Read more…

National Australia Bank Asset Servicing has introduced a new predictive risk product based on the world-class StatPro Revolution platform. This new product will provide NAB’s Asset Servicing (NAS) clients with access to enhanced data and risk analysis across fund structures, including investment options. Other benefits include: Stress testing capabilities with 1,300 pre-defined stress scenarios; Liquidity… Read more » Read more…

The award winning June 2015 release of StatPro Revolution is now live! This release contains over 140 new risk measures including relative VaR, expected tracking error and risk attribution effects. There are also new risk reports supporting relative VaR and relative VaR decomposition along with Ex-ante tracking error and TE decomposition. Finally, we have added… Read more » Read more…

Sydney, Australia (15th June, 2015) – StatPro Group plc (AIM: SOG), the AIM listed provider of cloud-based portfolio analysis for the asset management industry, today announced that it has introduced a pioneering solution to compute Standard Risk Measure (SRM), a standard method used by Australian superannuation funds to describe investment risk. The Australian superannuation (pension)… Read more » Read more…

The headwinds for actively managed equity funds are formidable. After too many years where too few managers were able to beat their benchmark, investors are increasingly voting with their wallets. The AUM of passive investment products such as ETFs and tracker funds is forecast to double over the next two years. It is easy to understand why active investment strategies are not always the media darling.  Read more…

Equity attribution quantifies the relationship between a portfolio’s excess return and the active decisions of the portfolio manager. It is an important measure to provide feedback to portfolio managers, senior management and in turn clients, on why the portfolio either outperformed or underperformed the benchmark.  Read more…

On 22nd April, StatPro hosted a UCITS & AIFMD breakfast event at the Sofitel Luxembourg Europe. We welcomed a group of industry and expert speakers including Benjamin Gauthier, Governance, Risk and Controls Director at PwC Luxembourg and a client panel including Crestbridge, Rothschild Bank and Swedbank Management Company. Read more…