BNY Mellon Teams with Investor Analytics to Introduce Liability Modeling to its Risk Management Solution

Apr 23, 2012

NEW YORK, April 23, 2012 — BNY Mellon, the global leader in investment management and investment services, announced today with strategic alliance partner Investor Analytics that it is adding liability modeling to its risk management solution for institutional clients. Recognizing the need to evaluate both asset holdings and liabilities in a common risk framework, BNY Mellon will deliver enhanced modeling capabilities developed by Investor Analytics, enabling investors to better assess their total portfolio risk picture.

Pension fund sponsors will be able to leverage the new functionality to better manage risk and make more informed investment decisions. The enhancements enable clients to evaluate funded status and assess the risk analytics for total and individual assets and liabilities compared to selected benchmarks. In addition, clients will be able to model the behavior of assets and liabilities under possible market stresses and yield curve changes.

"With the addition of liabilities modeling to our risk offering we'll provide our pension plan sponsor clients with a more complete picture of the impact of market events on their fund obligations," said John Gruber, global product strategy head of BNY Mellon Asset Servicing's Performance & Risk Analytics group. "Working closely with Investor Analytics, we are advancing the industry standard by creating more robust tools to help our clients manage all the components of risk."

"We continue to expand our multi-dimensional risk analysis and reporting tools for portfolio managers seeking better ways to understand and manage the risk in their funds," said Damian Handzy, CEO of Investor Analytics. "Our Risk Management service now provides asset owners with the ability to view and analyze how plan assets, liabilities and funding levels behave in response to a complete range of market shocks, scenarios and stresses."

Investor Analytics LLC, headquartered in New York with offices in Boston and London, has been providing portfolio and risk management services to asset owners and asset managers since 1999. Investor Analytics employs proprietary methodologies to analyze complex investment portfolios and provides clients with a suite of risk and transparency analyses.

BNY Mellon Asset Servicing offers clients worldwide a broad spectrum of specialized asset servicing capabilities, including custody and fund services, securities lending, performance and analytics, and execution services. BNY Mellon Asset Servicing provides services through BNY Mellon and other related companies.

BNY Mellon is a global financial services company focused on helping clients manage and service their financial assets, operating in 36 countries and serving more than 100 markets. BNY Mellon is a leading provider of financial services for institutions, corporations and high-net-worth individuals, offering superior investment management and investment services through a worldwide client-focused team. It has $26.6 trillion in assets under custody and administration and $1.3 trillion in assets under management, services $11.9 trillion in outstanding debt and processes global payments averaging $1.4 trillion per day. BNY Mellon is the corporate brand of The Bank of New York Mellon Corporation (NYSE: BK). Learn more at www.bnymellon.com or follow us on Twitter@BNYMellon.