Hermes picks FactSet for multi-asset risk management

FactSet (NYSE:FDS | NASDAQ:FDS), a global provider of integrated financial information, analytical applications, and industry-leading services, today announced that Hermes Investment Management, the £34.1 billion (US$44.4 billion) manager, has selected FactSet as its multi-asset risk provider.

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FactSet will work with Hermes on implementing its unified analytics and risk management platform across Hermes’ multi-asset class investment portfolio. The platform includes innovative factor models, integrated workflows, and advanced risk modelling and will help Hermes integrate comprehensive risk management capabilities across an increasingly complex mix of assets.

“Accurately assessing risk is a responsibility that is core to our decision making,” said Andrew Jackson, Head of Fixed Income at Hermes Investment Management. “Working with FactSet to implement a risk model that aligns with our investment approach will allow us to accurately quantify and aggregate portfolio sensitivities, stress test under a multitude of market environments and in turn, provide a robust process that meets the needs of our investors.”

“The increasing complexity of regulation, new derivative types, and macro- and micro-risk factors in the market requires greater flexibility and sophistication when it comes to risk monitoring and measurement,” said Rob Robie, Executive Vice President, Head of Analytics and Trading, FactSet. “FactSet’s multi-asset risk platform will continue to evolve over time, and we look forward to working with Hermes to implement solutions that will help them remain at the forefront of the investment industry.”

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