Portfolio performance and risk analysis solutions. A one-stop solution for all your client reporting, performance, attribution and risk needs

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Portfolio performance and

risk analysis solutions

A one-stop solution for all your client reporting,

performance, attribution and risk needs

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Performance and investment analysis

You can

track the evolution

of your assets using our online performance measurement tools:

n Evaluate the performance of your portfolios and

their benchmarks using several level of analysis

n Run Ex-Post risk statistic calculations

Portfolio structure analysis

Our sophisticated reports help you understand the portfolio structure and highlight the main movements related to purchases, sales, reinforcements and reductions.

Different types of breakdowns are available

– geographical, sector-based, rating, strategies, maturity or tailor-made. Available with or without consolidation, you can choose the breakdowns you need to match the portfolio’s strategy.

Portfolio concentration and geographical breakdown for each portfolio (Source: online tool DNA).

Management report: fixed income portfolio analysis.

Performance attribution

“How did you get those results?”

We help you

explain

the portfolio’s performance relative to a benchmark by decomposing the performance into several attribution effect: asset allocation, stock picking, and market allocation. We use different methods of attribution:

n Classical attribution n Detailed attribution

n Advanced attribution including successive spreads

for interest rate products

n Multi-Period

UNDERSTAND and explain your performance

You need to be able to

analyse

the performance of your funds and

explain

it, bringing

your

expert knowledge

to the fore in a highly competitive and increasingly international market.

To help you stand out from the crowd, our team of experts offers a full range of

solutions to provide a complete picture of

performance analysis, portfolio structure

and performance attribution.

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Sales forces

Regu

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Clients and prospects

UNDERSTAND

OPTIMISE

DEMONSTRATE

a Po o s rtfo orm

As regulations change, you need a partner you can trust to provide fast, accurate

solutions to compare and measure performance and monitor the risk exposure of

the portfolios you manage.

At BNP Paribas, we share our expertise to enhance your know-how. And we

provide a complete range of sophisticated tools and services to help you deliver

meticulous explanations of your portfolio performance.

The tools at your disposal:

n Ex-Ante risk calculation tools: volatility, VaR, CVaR, etc. n Attribution tools for Ex-Ante volatility and tracking error n Consolidation of portions of investment

n

Stress testing:

as well as measuring risk, these can

simulate crisis situations on the portfolio

n Backtesting

The regulatory authorities at both national and European levels are demanding greater

transparency in your portfolio risk analyses. With 15 years’ experience, we create reports

which comply with regulatory requirements (UCITS, Solvency II, Basel III, AIFM, EMIR, etc.),

whilst remaining independent and neutral.

You can choose from a range of indicators and analyses to monitor your risk exposure and

extract a consolidated view of the risk/return trade-off.

Ex-Ante risk:

n

Control market risk

in an uncertain financial setting n Support

investment decisions

and allocation

of portfolios

n Satisfy regulatory requirements n Complete fund performance analysis:

risk/return trade-off

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DEMONSTRATE your expertise

Regardless of the type of reporting (regulatory, management or for commercial

purposes),

the style

must be as perfect as

the content.

You decide whether you want

to outsource some or all of your report production, from performance measurement

and attribution to producing the factsheet.

A fund promotion tool

Promote your fund

with a factsheet

summarising the portfolio’s main characteristics:

n Main performance indicators n Ex-Post risk indicators

n Breakdown of investments by asset type,

geographical sector and maturity date

n Top 10 holdings

Constantly evolving and

flexible reporting

Your reports can be used not only to highlight your investment strategies and performance for

your clients,

but also as real

scorecards

and

internal

decision-making tools for your board of management, the sales department and even the marketing teams.

With over

600 parameters and nine languages,

you can adapt your report to any type of management style and to suit every manager’s requirements to create:

n Factsheets, KIID, management reporting,

breakdowns, attributions, inventories You choose:

n The combination of analyses, attributions

and parameters

n The format and data to be used n The frequency of the reports

…and we do the rest.

We produce reports designed to exactly match your content,

corporate style and design

requirements.

High quality data

Gathering, checking and controlling data takes time.

You can access

our unique architecture to have all the information you need at your fingertips, saving you time. You have access to reliable, detailed data originating from a large number of sources to produce high-quality reports. We can send your data on in

different formats

for use in third-party systems (pdf, xls, ftp, etc.).

Example of a factsheet including performance, breakdown by currency, country, geographical sector, and TOP 10 positions.

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Portfolio performance and

risk analysis solutions

A one-stop solution for all your client reporting,

performance, attribution and risk needs

Think of us as your strategic partner who meets all your requirements in terms of

neutrality,

consistency and standardisation.

We have the people with the means to help

you meet your objectives.

Support from a team of experts

Our dedicated team supports you

throughout the

entire process, from integration to producing

reports.

This means that you are always in control of the solutions we offer you.

Facts and figures

A single point of contact

for all services

280 experts

175 performance analysts, 50 business analysts, 55 IT specialists

Follow the sun approach

Operations in all time zones across the globe

5,500 portfolios

9,500 reports produced a month

Identify and manage your costs

By externalising your portfolio analysis activity you can

clearly identify your related

expenditure

while enjoying the benefits of scalability, customised to your requirements. You can rely on our expertise and help for:

n Delivering the service you need at the frequency

your clients require

n Project management n Organising workshops n Product development n Research and development n Education and training

Turnkey solutions with

bespoke options

By joining our client circle,

you have immediate

access to all the products

and services we offer our entire client base. Or should you prefer,

you

can customise your reports

using our online bespoke options.

A collaborative tool:

you control your reports

In addition to your automated reports, you can access and customise the information you need when it suits you using

our extranet reporting

tool – CODEX.

CODEX allows you to view the reports we produce so you can make amendments and add manager’s comments before completion.

You can also view a log of all documents produced.

Allowing you to do even more

DNA – Data Navigator Analysis

is an online tool allowing you to

navigate in the

performance and risk data

of your portfolios

dynamically.

You can multiply the scope of analyses using a vast selection of parameters and filters:

n Fund/Benchmark Comparison n Consolidations (GIPS)

n Details of individual shares n Breakdowns

n Ex-Post risk n Ex-Ante risk n SRRI

Fixed income breakdown by maturity, notation, duration and payment (Source: online tool DNA).

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Portfolio performance and

risk analysis solutions

A one-stop solution for all your client reporting,

performance, attribution and risk needs

The information contained within this document (‘Information’) is believed to be reliable but BNP Paribas Securities Services does not warrant its completeness or accuracy. Opinions and estimates contained herein constitute BNP Paribas Securities Services’ judgement and are subject to change without notice. BNP Paribas Securities Services and its subsidiaries shall not be liable for any errors, omissions or opinions contained within this document. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument. For the avoidance of doubt, any information contained within this document will not form an agreement between parties. Additional information is available on request.

BNP Paribas Securities Services is incorporated in France with Limited Liability and is authorised and supervised by the Autorité de Contrôle Prudentiel (ACP) and by the Autorité des Marchés Financiers (AMF). BNP Paribas Securities Services London branch is authorised by and subject to limited regulation by the Financial Services Authority for the conduct of its investment business in the United Kingdom; details on the extent of our regulation by the Financial Services Authority are available from us on request. BNP Paribas Securities Services London Branch is also a member of the London Stock Exchange. BNP Paribas Trust Corporation UK Limited and Investment Fund Services Limited are authorised and regulated by the Financial Services Authority. The services described in this document, if offered in the U.S., are offered through BNP Paribas and its subsidiaries and its affiliates. Securities products are offered through BNP Paribas Securities Corp., a subsidiary of BNP Paribas, a broker-dealer registered with the Securities and Exchange Commission and a member of SIPC, the Financial Industry Regulatory Authority, New York Stock Exchange and other principal exchanges.

Printed on recycled paper by Edit’O verso – Designed by the graphics department, corporate communications, BNP Paribas Securities Services – June 2011