Managing the data you need is one of the biggest challenges you face. The VPD Data Solutions will help you retrieve, reconcile, store, enhance and distribute your data through a task driven workflow, giving you full control and transparency.
The VPD Market Data Centre , at the heart of VPD Risk & Performance, provides a number of solutions:
The VPD Data Management solution is optimal for retrieving data from multiple sources, including external internet sites, databases, and text files, via our custom Vendor Specific Interfaces (VSIs). Our ETL variant can also help format and enhance your data with a fully automated, scheduled, task driven workflow, complete with notification and exception reporting.
A Data Warehouse for all static and time series data, and a perfect tool to manage the complete history of your numerous data sources. Scalable and easily expandable, our data model allows for user-defined series, both source and calculated.
The VPD Risk & Performance export tasks can “publish” information to a flexible, user-defined export area, which can accessed by the VPD Web Portal, using the results to produce a range of reports, or used to feed any other system.
The VPD Reconciliation Tool allows for validation and cross-checking of data, in line with user defined criteria. This starts with capturing anomalies in the data staging area, before executing your reconciliation routines to compare and contrast the information, filtering out issues for manual approval and modification. The user decides what the rules are, how notifications should be managed, with a dashboard to see what has interrupted the workflow.
The VPD Reconciliation Tool is designed for STP (straight through processing) with an export area to provide the flexibility to output anomalies and issues, in a format ready to re-request from your source.
The aim is to provide our clients with quality assurance and confidence in the areas of data-consistency, NAV-pricing, matching transactions etc. with a fully time-stamped audit log to capture modifications.
The costs of market data are rising, and a delivery and formatting service will increase that significantly; VPD offers a low cost alternative to a benchmark delivery service, allowing you to automate the data validation and distribution, giving you control and transparency.
The VPD Benchmark Master allows you to pull market data from the source, comparing and reconciling multiple feeds, customise and blend benchmarks in line with your analysis, and push out the results to feed other systems. VPD already cover the main Index provider feeds through our VPD Index Vendor Specific Interface (Index VSI), and this utility is fully scalable to accommodate additional providers and families.
The VPD Benchmark Master allows you to blend benchmarks based on fixed, floating or hybrid weights, to fully customise them. And as we can manage multiple calculated series, so there is no limit to the number and type of blends you wish to create.
The VPD Benchmark Master can be installed or subscribed to as a VPD Managed Service, whereby we would assist in resolving queries and respond to alerts. The key benefit over other services is that you would not just see the delivered results, but also have full visibility of the source data.
Accurately calculating performance, knowing which decisions are behind it, representing this accurately while assessing and understanding risks, are all key to controlling your investment process.
VPD Risk & Performance has a layer of portfolio analytics to compliment the VPD Data Solutions, namely:
The VPD Attribution module will calculate performance and explain how your investment decisions have influenced both your equities and bonds.
Our multi-currency solution can be full, stock level transaction-based or buy-and-hold depending on your data source, and offers full drill down functionality. VPD Attribution analyses asset allocation, stock selection, interaction and currency effects for Equity attribution and yield curve, carry and spread effects with our Fixed Income Attribution models, which includes derivatives.
The flexible tree structure can analyse from firm level down to portfolio and security level, through to individual transactions, allowing you to fully decompose the risk and performance measures. Flexible data selections allow you to slice and dice the results as you wish, with a dynamic chart window so you can see how the performance has evolved over time.VPD Attribution allows you to import and edit your yield curve data, to fully customise your bond analysis.
Drill-down, look-through, top-down bottom-up, fully comparative analysis with a wide range of statistics.
VPD Composites is the perfect tool for complying with Global Investment Performance Standards (GIPS® ) easing the maintenance of Composite construction, disclosure and footnote management, while offering statistical analysis and reporting in accordance with the GIPS® guidelines, to assist you in achieving full GIPS® Firm verification.
VPD Composites is fully integrated with the VPD Risk and Performance system, granting the full flexibility of a multi-source daily performance engine, coupled with an extra layer to retrieve and classify portfolios in line with any Composite strategy.
This allows VPD Composites to provide a full suite of GIPS® reports as well as integrating other performance and risk measures for your executive or client reporting needs.
With uncertainty across global markets, being able to identify and quantify sources of investment risk, combined with the correct level of reporting for the regulators, is key to managing your business. VPD Risk offers a solution to address this, along with additional data storage and enhancement capabilities, the foundation of VPD Risk & Performance.
At the heart of VPD Risk is the VPD Risk Vendor Specific Interface, the VPD Risk VSI, which seamlessly communicates with MSCI BarraOne, RiskMetrics and the Axioma risk models, through a series of automated, workflow tasks. This allows the user to define specific data to export to the risk engine, passing across additional data for use in calculations if required, and integrating the resultant risk measures for analysis and reporting.
Results and data enhancements can be stored and distributed with VPD Risk offering a full range of regulatory output such as UCITS reporting.
Accurately reporting performance, distributing consistent results to all parties, and satisfying the needs of regulators is an integral part of investment management.
While data distribution presents access issues and risks around re-entering data, regulators have also tightened their requirements. The VPD Reporting solutions can help you manage the entire reporting process.
VPD Reporting offers a simple way for you to distribute your results securely and consistently through data views, which you configure and control. Our extensive reporting covers client reporting, executive reporting, and a range of regulations so you know what to present and how:
The VPD Web Portal is your gateway to the vast amounts of quality assured, enriched data and analytics in VPD Risk & Performance, combining Data Views and Reporting for a full range of distribution options.
The VPD Web Portal interface intuitively guides you through customising Data Views, giving you the ability filter the precise risk and performance analytics, along with its underlying data, in alignment with your investment strategy. You can perform ad-hoc analysis within these personalised views, share results with other parties, extract and download data, and link the output directly to other systems.
The VPD Web Portal can also generate Client and Executive level reporting, which is fully customised to what you need. This includes the style, content and distribution options, and the ability to drive these actions via tasks.
VPD have designed the VPD Web Portal to be distributed to your users and all interested parties. You control the Data Views and Reporting options, with each user generating precisely what they need.
Today the regulators have tightened their supervision of the financial markets by extending regulations and reporting requirements across every process. This requires you to monitor each stage more closely, resulting in a higher workload and a lot of headaches for firms. The VPD Regulatory Reporting solution combines our software and market expertise to assist your organisation to be compliant with a range of existing and new reporting requirements, including our support for upcoming changes.
VPD Regulatory Reporting spans the whole process from the data management of the source data, through reconciliation and notifications of any breaches, to error reporting and output for the regulating body.
Our VPD Business Consulting services will help you interpret the regulations and translate them into automated tasks in VPD Risk & Performance so you can be confident that the process is correctly monitored and reported.
Furthermore, our VPD Managed Services mean we can host and generate reports, offering you a full service package as an alternative to an installed solution.