The industry's first ever peer group comparison universe
Northern Trust is proud to provide the industry's first ever peer group comparison universe for total portfolio risk. Consisting of asset-class level and plan level risk calculations on a large sample size of U.S. institutional investment programs, this universe provides an excellent backdrop for evaluating the current risk level of your program relative to your peers. Using Value at Risk (VaR) as a risk measure, this tool essentially creates a universe of VaR numbers for a broad cross section of investment programs. Essentially VaR poses the question: How much could we potentially lose over a given period of time with a certain probability? This information is available free of charge.
Features/Characteristics:
- Compare risk of your plan to large universe
- Creation of an Industry Standard risk benchmark
- Web-driven
- Composition of the Universe
The inclusion set in the Northern Trust Risk Universe is all corporate and public fund clients who participate in the Northern Trust Performance Universe. As of December 31, 2010 this set consists of 152 separate plans.
Features and characteristics of the included plans:
- Broad cross-section of institutional pension funds
- 114 corporate pension plans
- 38 public pension plans
- Average market value of $3.7 billion
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Paul d'Ouville |
Paul d'Ouville
Paul is a Senior Vice President at Northern Trust, Chicago. Paul leads the product management and development activities for Northern Trust’s Corporate and Institutional business. The broad range of products and capabilities support Northern Trusts’ strategic goals globally.
Paul leverages his experience in operations, technology, risk management and client service to ensure Northern Trusts clients optimally benefit from the solutions his team brings to market.
Prior to taking this leadership role, Paul headed the Investment Risk and Analytical Services division. This solutions oriented organization was focused on assisting clients with their risk management responsibilities.
Many initiatives Paul has participated in throughout the organization have brought new capabilities to clients or optimized the organizational efficiency of Northern Trust. These initiatives included the development of simulation methodologies for the bank's mortgage and derivative portfolios. Implementation of the initial Value at Risk model utilized by all foreign exchange trading desks. Regionalization of the IRAS division to support clients locally on a global scale.