Investment Data Warehouse Market

PivotData’s has developed an Investment Data Warehouse for the investment industry allowing our clients to deploy a market ready data warehouse which incorporates all of your vendor data and provides access to position data for all of your reporting and analytics needs.

PivotData’s data warehouse is a Microsoft SQL based Investment Data Warehouse solution created from scratch with client input to address the design considerations of IBOR (Investment Book of Records) data management. As such our approach is position centric while addressing the needs for access to transactional data. Thus, the central requirement of our data warehouse design is to deliver position data which is timely and accurate. The ultimate goal is to support a range of business needs, including but not limited to:

  • The need for investment decision makers to base their investment decision making on timely and accurate position data
  • The need to be able to measure objectively the quality of position data managed by administrators and service providers, and to control this through meaningful reconciliations; and
  • The need for position data used in client reporting and performance to be consistent with the data used in the management of assets.

In addition to these primary data needs driven from the business, there is a key supporting objective of position data quality management. The disciplines of exception management which are applied to market data should be extended into position data. Thus, PivotData’s data warehouse platform supports the active management and improvement of the quality of position data.

Principles of Design

PivotData’s data warehouse is designed with a focus on position data management, and its core function is to deliver position data to the specification of the users and owners of that data. To do this, the solution manages the drivers of position change, to work out their impacts, and to track their progress. The core services which this implies, include the following:

  • The capture of event messages, status change messages and adjustments
  • The projection of the position impacts of events
  • The monitoring of the event / driver life--‐cycles and identification of anomalies
  • The generation of alerts
  • The management of adjustments
  • The definition of position / event views
  • The extraction and publication of position / event data and
  • The measurement of position data quality

Additionally, our solution provides the services supported elsewhere by the client:

  • The mapping of event messages from native format into a standard form
  • Reconciliation
  • The routing / distribution of alerts
  • The maintenance of ownership groups and exposure groups
  • Real-time position marts
  • Reference data alignment and enrichment
  • Delivery of positions to consuming systems
  • Book costs / lot reconstruction and positional P&L

In analyzing the requirements for a position management solution, we have identified a large and growing number of perspectives which users require. Each client engagement will

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