Performance Measurement

LDI Strategies, Back in Vogue, Require Technology and Data Underpinning

Joel Kornblum, Managing Director


As liability-driven investment strategies move to the forefront, capabilities in measuring performance and risk can make or break these initiatives

For much of 2015, The CBOE Volatility Index (VIX Index) has resided near historic lows, reflecting a level of complacency among market watchers who had grown accustomed to an accommodating Fed policy and more than five years of nearly uninterrupted growth in U.S. equities. At the end of August, however, investors snapped to attention as volatility ratcheted up significantly and the VIX, also known as the “fear index,” logged its largest-ever weekly increase. For plan sponsors, particularly those managing defined benefit plans or insurance assets, the re-introduction of volatility offered a timely reminder to the value of liability-driven investment (LDI) strategies.

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Spotlight on Engage: Building a performance measurement solution for the future

Marc Rubenfeld, CIPM, Head of Eagle Solutions EMEA/APAC


engage2015What is your market going to look like in 2020?

 

Understanding how your market is evolving should provide the starting point for any evaluation or review of your technology. Unlike Steven Spielberg’s 1989 classic film, Back To the Future Part II, which took Marty McFly to a futuristic 2015, it doesn’t require a time-travelling DeLorean or such a flight of fancy.

2020 is only five years away and the patterns that are shaping how the market is developing are already manifesting themselves. Acknowledging these changing demands and evaluating your preparedness for this future against those is key to keeping business objectives and your client-base at the forefront of any new software implementation.

At Engage I’m going to be joined on-stage by Naresh Subramaniam, head of investment services at Melbourne-based National Australia Bank (NAB), which went through exactly this process when selecting a new performance measurement platform to build the next generation of their offering on. They knew that their in-house performance measurement tool was struggling to keep up with the demands placed on it, but to ensure their new solution would have the capabilities to meet their future requirements they knew they needed to start by looking at their changing marketplace.
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