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Industry news

Data Explorers launches Risk Adjusted Returns


25 June 2010 London
Reporter:

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Data Explorers, this week at the annual ISLA conference in Berlin launched its Risk Adjusted Returns. The Risk Adjusted Returns framework is a powerful set of analytics that highlights the main sources of securities lending program risk and return across multiple dimensions and peer groups.

Don D'Eramo, Senior Managing Director and Head of Business for EMEA, State Street commented: "We welcome this initiative to foster a greater understanding of risk adjusted returns and peer analysis for owners and agents alike".

David Carruthers, Segment Director, Data Explorers added: "Developed in consultation with the industry, our new Risk Adjusted Returns framework helps owners understand not only where they are making money, but also how they are making money. In a first for our industry, owners can benchmark their unique program signature against their chosen peer group. Equally, this framework provides custodians and agents with a simple and powerful way of demonstrating effective program management to their clients".

The Risk Adjusted Returns framework is designed to be a new and transparent industry standard that is the result of extensive consultation with owners, agents and custodians over the past 18 months. The resulting set of graphical analytics shows beneficial owners the main sources of program risk and return across many dimensions and potential fault lines, providing at a glance summaries of program strengths and weaknesses.
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