Northern Trust Enhances Asset and Liability Risk Reporting to Help Clients Meet Regulatory Requirements and Monitor Market Risk

Solution delivers scenario and factor stress testing using multiple risk models

LONDON--()--Northern Trust (Nasdaq: NTRS) has enhanced its asset and liability risk reporting to help its pension fund clients across the globe monitor their coverage ratio risk over different time horizons. The reporting uses multiple risk models to deliver scenario and factor stress testing data and is particularly appropriate for the Dutch market where it supports clients’ requirements for risk reporting compliant with FtK regulations.

The enhanced risk reporting solution includes advanced simulation techniques to project coverage ratio development over the coming year and enables clients to monitor mandate specific investment risk such as currency hedging strategies, equity style exposures and asset allocation. In addition, in-depth scenario analysis and stress testing enable clients to gain a better understanding of their asset and liability risks.

“Pension funds across the globe are facing a raft of new regulations which has resulted in an increasing demand for greater transparency, accuracy and a deeper level of analytics in risk reporting,” said Ian Castledine, global head of investment risk and compliance product for Northern Trust. “Northern Trust’s multi dimensional risk reporting solution leverages different analytical approaches to deliver a rich tapestry of analytics that help pension funds stay in control of their solvency risks.”

Northern Trust offer a variety of tailored risk and sensitivity analysis capabilities across the EMEA, Americas and Asia Pacific regions to meet changing client requirements. In line with Northern Trust’s Investment Risk and Analytical Services groups’ continuing efforts to provide clients with more optimal access to the risk and analytical tools needed to make investment decisions, it announced in August that it had enhanced the tools on its multi-faceted web portal, Passport® with more customisable features, faster performance, and integration of both ex post analytics and ex ante risk services.

About Northern Trust

Northern Trust Corporation (Nasdaq: NTRS) is a leading provider of investment management, asset and fund administration, banking solutions and fiduciary services for corporations, institutions and affluent individuals worldwide. Northern Trust, a financial holding company based in Chicago, has offices in 18 U.S. states and 16 international locations in North America, Europe, the Middle East and the Asia-Pacific region. As of June 30, 2011, Northern Trust had assets under custody of US$4.4 trillion, and assets under investment management of US$684.1 billion. For more than 120 years, Northern Trust has earned distinction as an industry leader in combining exceptional service and expertise with innovative products and technology. For more information, visit www.northerntrust.com.

Northern Trust Corporation, Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A, incorporated with limited liability in the U.S.

The Northern Trust Company, London Branch (reg. no. BR001960), Northern Trust Global Investments Limited (reg. no. 03929218) and Northern Trust Global Services Limited (reg. no. 04795756) are authorised and regulated by the Financial Services Authority.

The material within and any linked material accessed via this communication is directed to eligible counterparties and professional clients only and should not be distributed to or relied upon by retail investors. For Asia-Pacific markets, it is directed to institutional investors, expert investors and professional investors only and should not be relied upon by retail investors.

Northern Trust Corporation, Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A, incorporated with limited liability in the U.S.

The Northern Trust Company, London Branch (reg. no. BR001960), Northern Trust Global Investments Limited (reg. no. 03929218) and Northern Trust Global Services Limited (reg. no. 04795756) are authorised and regulated by the Financial Services Authority.

The material within and any linked material accessed via this communication is directed to eligible counterparties and professional clients only and should not be distributed to or relied upon by retail investors. For Asia-Pacific markets, it is directed to institutional investors, expert investors and professional investors only and should not be relied upon by retail investors.

  • Northern Trust (Guernsey) Limited, Northern Trust Fiduciary Services (Guernsey) Limited, and Northern Trust International Fund Administration Services (Guernsey) Limited are licensed by the Guernsey Financial Services Commission.
  • Northern Trust International Fund Administrators (Jersey) Limited and Northern Trust Fiduciary Services (Jersey) Limited are regulated by the Jersey Financial Services Commission.
  • Northern Trust International Fund Administration Services (Ireland) Limited, Northern Trust Securities Services (Ireland) Limited and Northern Trust Fiduciary Services (Ireland) Limited are regulated by the Central Bank of Ireland.
  • Northern Trust Global Services Limited has a Netherlands Branch which is authorised and regulated in the Netherlands by De Nederlandsche Bank.
  • Northern Trust Global Services Limited has a Luxembourg Branch which is authorised and regulated by the Commission de Surveillance du Secteur Financier (CSSF).
  • Northern Trust Luxembourg Management Company S.A. is regulated by the Commission de Surveillance du Secteur Financier (CSSF).
  • Northern Trust Global Services Limited operates in Abu Dhabi as a Representative Office, Licence number 13/238/2008 which is authorised and regulated by the Central Bank of the United Arab Emirates.
  • The Northern Trust Company operates in Canada as The Northern Trust Company, Canada Branch which is an authorized foreign bank branch under the Bank Act (Canada). Trustee related services in Canada are provided by the wholly owned subsidiary The Northern Trust Company, Canada, an authorized trust company under the Trust & Loans Companies Act (Canada). Deposits with The Northern Trust Company and its affiliates and subsidiaries are not insured by the Canada Deposit Insurance Corporation.
  • Northern Trust operates in Australia as a foreign authorised deposit-taking institution (foreign ADI) and is regulated by the Australian Prudential Regulation Authority and the Australian Securities & Investments Commission (AFS Licence No: 314970).
  • The Northern Trust Company of Hong Kong Limited is a securities company regulated by the Securities and Futures Commission.
  • The Northern Trust Company has a Singapore Branch which is a foreign wholesale bank regulated by the Monetary Authority of Singapore.
  • The Northern Trust Company has a branch in China regulated by the China Banking Regulatory Commission.
  • Northern Trust Global Investments Japan, K.K. is regulated by the Japan Financial Services Agency.
  • Northern Trust Global Services Ltd (UK) Sweden Filial is Authorised by the Financial Services Authority and subject to regulation by the Finansinspektionen.
  • Northern Trust Global Investments Limited has a Netherlands branch which is authorised by the Financial Services Authority and subject to regulation in The Netherlands by the Autoriteit Financiële Markten.
  • Northern Trust Global Investments Limited has a Sweden branch which is authorised by the Financial Services Authority and subject to regulation in Sweden by the Finansinspektionen.

Contacts

EMEA Contact:
Camilla Greene
+44 (0) 207 982 2176
Camilla_Greene@ntrs.com
or
US, Canada & APAC Contact:
John O’Connell
+1 312 444 2388
John_O’Connell@ntrs.com

Contacts

EMEA Contact:
Camilla Greene
+44 (0) 207 982 2176
Camilla_Greene@ntrs.com
or
US, Canada & APAC Contact:
John O’Connell
+1 312 444 2388
John_O’Connell@ntrs.com