Performance Management

French Asset Manager, € 10 billion assets under management
Team of 10 Asset Managers and Assistants, 8 portfolios

Business Requirements

  • P&L calculation of the portfolio between two chosen dates
  • Breakdown of results by asset class, currency, country, rating, etc.
  • Integration of real-time rates for a vision intra-day
  • Calculation of alpha / beta and attribution / contribution against benchmark
  • Aggregation of multi-portfolio or strategy performance indicators


  • Deploying Osmoze and the Performance Calculation module
  • Connecting to existing applications (PMS, repository, benchmark)
  • Connecting to the real-time price provider
  • Defining asset management-specific aggregation criteria
  • Live in two months


Transparent Steering

of the added value of each asset management style

Detection and monitoring

of loss generating strategies