Client case
Balanced funds
& multi-management
Large French asset manager.
€50bn AUM, of which €20bn on Osmoze.
Context
A major player in French asset management: several tens of billions in AUM, a team of ten portfolio managers spread across 80 portfolios and 15 asset classes (equities, rates, credit, funds, derivatives, securitised real estate).
Data arrives from five heterogeneous sources: PMS, fund administrator, market data providers, internal reference data. Every morning: same extracts, same copy-pastes, same risk of transcription errors.
The problem
Portfolio managers were spending an unreasonable amount of time manually reconciling data from five different systems. The classic PMS did not natively cover the multi-axis, multi-class needs of a balanced portfolio.
Uncovered needs
- Aggregation of heterogeneous information in a unified view
- Multi-axis and multi-class analysis of a balanced portfolio
- Three-level look-through with custom proxies
- Consistent calculations for valuation, exposure and risk
- Reliable forward-looking cash management
- Distinct front-ends for portfolio managers and management, on the same data foundation
The Osmoze solution
Capabilities deployed
- Osmoze server deployed on-premise, with the Excel add-in on portfolio managers' workstations
- Activation of the Monitoring and Decision support modules
- Custom module for exposure calculations and business rules
- Connection to the five data sources with configurable reconciliation rules
- Progressive rollout, full go-live in 8 months
Results
A single source of truth, faster decisions.A similar context?
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