SL PerformanceAnalyzer

Downloadable PDF

SL PerformanceAnalyzer Fact Sheet

SL PerformanceAnalyzer®, an online performance measurement system, enables you to establish risk-return expectations and monitor your risk-adjusted performance. SL PerformanceAnalyzer employs statistical value-at-risk (VaR) measurement principles to assess the risk elements associated with securities lending. It is available online on my.statestreet.com.

SL PerformanceAnalyzer:

Allows you to monitor, assess and manage the relationship between risk and return in your securities lending program
Relates components of return to measures of risk
Plots your collateral reinvestment portfolio, relative to other State Street-managed collateral reinvestment portfolios, on an efficient frontier
Graphically compares your risk-adjusted performance to that of other collateral reinvestment portfolios

Click the link above for more information about SL PerformanceAnalyzer.

Download Adobe Acrobat Reader to view PDF files.


Products and Services

	Overview

	SL PerformanceReporter

	SL PerformanceAnalyzer

	Trading Technologies

Click Here For

		Financial Digest of Securities Lending An ongoing series of articles on topics related to lending theory and practice Contact Us