Buy-side firms are measured on one thing above all others: the quality of their investment decisions.
Discrete, best-of-breed tools, while desirable in some instances, rarely provide buy-side firms with the necessary levels of interoperability, integration, scalability and functionality associated with the industry’s leading front-to-back-office platforms.
This challenge is further exacerbated when data is added to the mix. Portfolio managers and traders require clean, transparent, reliable data multiple times a day in order to improve their trading performance through more judicious investment decisions.
Watch the webinar now to hear a panel of professionals from UBS Asset Management, Ernst & Young LLP and SimCorp discuss:
- To what extent are buy-side firms currently hamstrung by fragmented front-office platforms, and what are the options available to them to remedy this situation?
- How do buy-side firms make the business case for implementing single front-to-back-office platforms that have the ability to support every aspect of their day-to-day operations?
- To what extent does data impact portfolio managers’ and traders’ abilities to make the most judicious investment decisions?
- To what extent do fragmented technology stacks negatively impact buy-side firms’ search for alpha? How can this situation be remedied?
Editor in Chief, Waters Technology
Executive Director, UBS Asset Management
Samer M. Ojjeh,
Principal, Financial Services - Asset Management, Ernst & Young LLP
SimCorp Front Office Product Expert, SimCorp