Hedge Fund

Case Study: Hedge Fund- Cairn Capital Ltd.

Visual optimisation of portfolios

Founded in 2004, Cairn Capital Ltd. operates a structuring and advisory business, a specialist asset management/CDO business and a credit Hedge Fund.

“Using Visokio, we now have a visually arresting way of selecting portfolios for our structured credit transactions. We can pick efficient collateral for a spread and rating target, in a fast and simple process.” - Duncan Needham, Portfolio Manager

Challenges:

  • Database feeds needed to be integrated with intra-day updates gathered from Bloomberg
  • Spreadsheets could not provide a visual overview of combined data sets
  • Limited staff with ability to write visual reports for database
  • No desire to channel Bloomberg data through database just to generate visual reports

Omniscope Solution:

Cairn began using Omniscope to aid the portfolio selection and collateral management process

-Allows easy assembly of data sets with columns drawn from various sources (including Bloomberg and other feeds data delivered as .CSV files) without the need for a relational database 

-Allows instantaneous segregation of risk exposure by geography, industry, ratings buckets etc. 

-Omniscope Report Pages help clients visually gauge the efficiency of portfolios.

Next steps: Cairn intends to further expand their use of Omniscope in two steps: 1st, integrate more Bloomberg and non-Bloomberg data feeds (equity feeds, volatility data and other credit metrics) into the Omniscope working reports, and 2nd ...expand the use of Omniscope to manage their ABS portfolios.

 

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