As we move into 2025, with interest rates shifting, politics playing out, and undetermined investment horizons, investment managers (IMs) are poised ready to rebalance/reallocate holdings to adjust for new market volatility scenarios. This might be a reallocation, a factor tilt, or a hedge overlay protecting return and/or principal. Quantitative financial risk management within IMs is top priority.
This second report in the series examines specific vendor front-office capabilities of portfolio construction, modeling, and monitoring, along with hedging and foreign exchange. It is based on Datos Insights’ detailed research and survey engagement with 170 financial executives in Q4 2024 who are responsible for software and operations decisions for institutional asset managers, asset owners, and hedge funds. This report profiles Bloomberg, FactSet, Finastra, FIS, Moody’s, MSCI, Numerix, Quantifi, S&P, SimCorp (Axioma), State Street, and SS&C.
Clients of Datos Insights’ Capital Markets service can download this report.
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