GAM Investments onboards Bloomberg to improve risk and portfolio management workflows

Dan Barnes

GAM Investments has adopted an integrated suite of Bloomberg buy-side workflow solutions in a drive to streamline risk and portfolio management across the enterprise. The suite should provide GAM with the ability to manage market risk exposure and liquidity and investment risk, notably with Bloomberg’s new factor risk models.

Bloomberg’s buy-side workflow solutions are designed to enable GAM’s traders, portfolio and risk managers to manage strategies and portfolios throughout the risk management process from pre-trade, intraday and end of day, to regulatory reporting. The offering covers asset classes ranging from cash assets to more complex bespoke structures. It is intended to provide GAM with consistent and consolidated pricing and valuation services to help assess and manage market risk exposure through a full revaluation engine, as well as liquidity and portfolio risks in all market environments.

David Dowsett, global head of investment at GAM.

David Dowsett, global head of investment at GAM, said, “By working with Bloomberg we have access to robust and easily scalable solutions that enable us to streamline our risk management processes across asset classes and portfolios. This also helps us to facilitate even greater collaboration between teams, resulting in efficiencies from better decision-making to deeper insights.”

Jose Ribas, global head of risk and pricing at Bloomberg, said, “Bloomberg’s offering combines multiple complementary solutions – pricing, risk analytics, market data – that amount to much more than the sum of those parts. We’re pleased to work with GAM Investments to provide them with our robust and flexible solutions, powered by the depth and quality of data and analytics that is synonymous with Bloomberg.”

The solutions adopted by GAM include:

  • MARS, Bloomberg’s Multi Asset Risk System, a suite of risk management solutions delivered on the Bloomberg Terminal and via application programming interfaces (APIs) which should enable front office, risk and collateral professionals to analyse trading and investment portfolios, manage portfolio exposure and market risk.
  • LQA, its Liquidity Assessment solution, uses Bloomberg’s datasets to provide a quantitative evaluation of market liquidity that is calibrated daily to capture changing market conditions across multiple asset classes. The solution is also available “as a Service” to support integration of liquidity analytics throughout an enterprise facilitating regulatory compliance, and help risk management and investment processes.
  • PORT Enterprise, the Bloomberg multi-asset portfolio and risk analytics solution, which GAM has been using since 2020, is supporting the firm to benefit from the new multi-asset class global risk model (MAC3 GRM), a suite of risk factor models that deliver forecast accuracy for all types of portfolios, universes, and investment styles.

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