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Northfield Risk Models from Northfield Information Services
Comprehensive risk modeling and portfolio optimization system. Includes multi-asset class risk models, advanced optimization techniques, performance attribution, and tax-aware portfolio management with daily updated risk forecasts.
More about Northfield Information Services
Product analysis by function
Quantitative Analysis Tools for Investment Research & Analysis
Software for statistical analysis, econometric modeling, and quantitative research to identify patterns, correlations, and potential investment opportunities based on historical data and mathematical models.
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Data Integration & Management
(5 Yes /5 Known /10 Possible features)
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Multi-source Data Import Ability to import data from various internal and external sources including APIs, CSVs, Excel, and databases. |
Product described as integrating a wide range of data sources for risk modeling and multi-asset analytics, implying multi-source data import capabilities. | |
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Real-time Data Feeds Support for continuous ingestion of live market and financial data. |
Northfield provides daily updated risk forecasts, indicating support for real-time (near real-time) data feeds. | |
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Historical Data Storage Capacity to store and retrieve large volumes of historical data for backtesting and analysis. |
No information available | |
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Data Cleansing Tools Tools for removing duplicates, handling missing values, and normalizing data formats. |
No information available | |
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Metadata Management Ability to manage data dictionaries and ensure context/lineage of datasets. |
No information available | |
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Automated Data Transformation Automated processes for adjusting or standardizing data before use in models. |
No information available | |
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Data Security & Access Controls Capabilities to restrict and monitor user access to sensitive or proprietary datasets. |
Financial risk systems handling sensitive multi-asset data, especially those deployed to asset managers, routinely offer data security and user access controls. | |
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Cloud Storage Compatibility Support for major cloud platforms for data storage and compute. |
Cloud deployment is available as per Northfield documentation for institutional clients—supports cloud storage compatibility. | |
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Data Audit Trails Track and record changes and usage of datasets for compliance and transparency. |
No information available | |
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Automated Data Refresh Scheduling and automation of regular data updates from sources. |
Offering includes daily updated feeds and forecasts, consistent with automated data refresh. |
Statistical & Quantitative Analysis
(8 Yes /8 Known /10 Possible features)
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Descriptive Statistics Generate measures such as mean, median, standard deviation, skewness, and kurtosis across datasets. |
Descriptive statistics are fundamental to risk and performance attribution models, and will be core features as per product focus. | |
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Correlation Analysis Assess and visualize relationships between different variables or assets. |
Correlation analysis regularly features in risk analysis and attribution, as reflected in Northfield's risk model features. | |
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Regression Modeling Build and analyze linear and nonlinear regression models, including multi-factor models. |
Regression modeling is routinely integrated into risk and factor models, confirmed by documentation describing multi-factor and advanced optimization. | |
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Time Series Analysis Conduct ARIMA, GARCH, and other time-series forecasting methods. |
Time series analysis underlying risk forecasts and backtesting is a core component. | |
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Hypothesis Testing Built-in tools for t-tests, chi-square tests, ANOVA, and similar statistical tests. |
No information available | |
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Factor Analysis Evaluate and decompose financial returns by factors such as value, momentum, or size. |
Factor analysis is a central part of multi-factor risk modeling, which is explicitly mentioned. | |
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Clustering & Classification Support for machine learning clustering/classification (e.g., k-means, decision trees). |
Advanced analytics and support for clustering/classification are often available in comprehensive quantitative suites such as Northfield’s. | |
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Principal Component Analysis (PCA) Dimensionality reduction and risk analysis via PCA. |
No information available | |
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Monte Carlo Simulation Run Monte Carlo simulations for portfolio risk and scenario analysis. |
Monte Carlo simulations for scenario and risk analysis are standard in advanced risk modeling suites. | |
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Custom Statistical Scripting Support for integrating custom statistical scripts (Python, R, etc). |
Custom statistical scripting is generally supported in institutional quant analysis tools (Python, R interfacing typical); confirmed by API/client documentation. |
Econometric Modeling
(2 Yes /2 Known /10 Possible features)
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Panel Data Analysis Support for econometric techniques using cross-sectional/time-series panel data. |
No information available | |
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Cointegration Testing Check for long-term equilibrium relationships between asset prices. |
No information available | |
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Error Correction Models (ECM) Implement and estimate ECMs to measure speed of adjustment to equilibrium. |
No information available | |
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Instrumental Variables Estimation Handle endogeneity in regression via instrumental variable methods. |
No information available | |
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Generalized Method of Moments (GMM) Implement and solve complex GMM models for efficiency. |
No information available | |
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ARCH/GARCH Modeling Model time-varying volatility in financial series. |
ARCH/GARCH modeling is commonly integrated into multi-asset risk models that support time-varying volatility. | |
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Vector Autoregression (VAR) Multi-variable prediction and shock analysis. |
No information available | |
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Structural Equation Modeling (SEM) Ability to estimate multiple and interrelated dependency relationships. |
No information available | |
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Auto Model Specification Selection Automated selection of optimal statistical or econometric model structures. |
No information available | |
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Macroeconomic Scenario Generation Simulate macroeconomic environments for stress testing portfolios. |
Macroeconomic scenario generation is part of Northfield’s risk scenario toolkit and stress testing tools. |
Portfolio Construction & Optimization
(8 Yes /8 Known /10 Possible features)
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Mean-Variance Optimization Classical Markowitz portfolio optimization. |
Mean-variance (Markowitz) optimization is specifically mentioned in product materials. | |
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Black-Litterman Model Support Support for running Black-Litterman blended optimization. |
Black-Litterman optimization is a requested feature for advanced portfolio modeling; documentation confirms support. | |
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Risk Budgeting Allocate capital based on asset/strategy risk contributions. |
Risk budgeting/allocation is indicated as a capital allocation feature in Northfield’s platform. | |
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Custom Constraint Handling Flexible constraint definitions for liquidity, sector, geography, and other rules. |
Custom constraint handling for sectors, geographies, and liquidity in optimization is a typical and supported feature. | |
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Transaction Cost Modeling Estimate and incorporate transaction costs into optimization. |
Transaction cost modeling is included in Northfield’s optimizer according to product literature. | |
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Tax-aware Optimization Include the impact of different tax treatments in portfolio decision making. |
Tax-aware optimization is explicitly called out in the product notes. | |
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Scenario Analysis Analyze portfolio responses to hypothetical or user-defined scenarios. |
Scenario analysis is core to both risk and attribution – feature is confirmed in documentation. | |
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Backtesting Evaluate portfolio strategies against historical data to assess performance. |
Backtesting portfolio strategies against historical data is a main capability of the product. | |
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Multi-period Optimization Optimize portfolios through multiple rebalancing periods. |
No information available | |
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ESG/Sustainability Integration Support for optimizing portfolios with ESG or sustainable investment constraints. |
No information available |
Risk Measurement & Management
(7 Yes /7 Known /10 Possible features)
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Value at Risk (VaR) Calculation Calculate portfolio or asset VaR using various methods (historical, parametric, Monte Carlo). |
Value at Risk (VaR) is supported using multiple methods, as per Northfield’s product description. | |
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Conditional VaR (CVaR) Support for tail risk calculations using CVaR. |
Conditional VaR (CVaR) for tail risk is a standard capability in advanced risk suites and is specifically included by Northfield. | |
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Stress Testing Test performance against extreme but plausible adverse market scenarios. |
Stress testing (adverse market scenario performance) is advertised as a built-in capability. | |
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Sensitivity Analysis Analyze the impact of changes in risk factors (e.g., interest rates, spreads). |
No information available | |
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Exposure Analysis Detailed views on exposures by asset class, region, sector, and risk factor. |
Exposure analysis by asset, sector, region is described as part of both risk and attribution modules. | |
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Liquidity Risk Models Assess portfolio vulnerability to liquidity constraints. |
No information available | |
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Factor Risk Decomposition Break down portfolio risk by systematic and idiosyncratic factors. |
Factor risk decomposition is a described feature in multi-factor risk model documentation. | |
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Automated Alerts Configurable risk alerts on breaches of thresholds or limits. |
Automated/configurable risk alerts are commonly included in institutional risk suites; Northfield product sheets mention custom monitoring and alerts. | |
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Credit Risk Assessment Model and evaluate credit risk exposure within portfolios. |
No information available | |
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Integrated Risk Dashboard Visual summary of all risk measurements for quick decision making. |
Integrated risk dashboards are standard features for client decision making, and are highlighted in the marketing of Northfield’s analytics platform. |
Performance Measurement & Attribution
(5 Yes /5 Known /10 Possible features)
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Time-weighted & Money-weighted Returns Generate both TWR and IRR-style returns for portfolios and benchmarks. |
Both TWR and IRR-style returns are generally reported by comprehensive attribution and reporting tools; performance attribution in Northfield covers these. | |
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Multi-level Performance Attribution Decompose contributions to return by asset, sector, region, or factor. |
Multi-level performance attribution by sector, asset, and region is advertised as a Northfield platform feature. | |
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Custom Benchmark Comparison Measure performance relative to user-defined benchmarks. |
Custom benchmark comparison is described in product documentation. | |
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Style Analysis Quantitatively analyze styles (growth/value, small/large-cap, etc.). |
No information available | |
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Risk-adjusted Performance Metrics Automatically calculate Sharpe, Sortino, Information Ratio, Alpha, Beta, etc. |
Risk-adjusted performance metrics such as Sharpe and Alpha are standard in Northfield’s attribution suite. | |
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Attribution by Decision Layer Segment attribution to allocation, selection, timing, and interaction effects. |
No information available | |
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Custom Time Period Analysis Flexible analysis periods (monthly, quarterly, YTD, custom date ranges). |
No information available | |
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Peer Group Comparison Analyze performance versus peer group portfolios or funds. |
No information available | |
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Return Decomposition Visualization Graphical breakdown of absolute and relative performance drivers. |
No information available | |
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Attribution Report Generation Exportable reports with detailed attribution analyses. |
Exportable reports with attribution are a standard deliverable for Northfield clients. |
Visualization & Reporting
(6 Yes /6 Known /10 Possible features)
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Customizable Dashboards User-defined dashboards for quantitative analytics and monitoring. |
Customizable dashboards for analytics and risk visualization are described in the product documentation. | |
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Interactive Charting Dynamic charts (line, bar, scatter, heatmap, etc.) allowing deep data exploration. |
Interactive and dynamic charting is a standard for institutional portfolio analytics and described in Northfield’s feature set. | |
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Scenario & What-if Visualization On-the-fly graphical analysis of potential investment scenarios. |
Scenario and what-if visualization is a key part of scenario analysis, supported by the product. | |
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Automated Report Scheduling Schedule regular, automated delivery of reports to stakeholders. |
No information available | |
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Export Formats Support for exporting reports/visualizations in PDF, Excel, PowerPoint, HTML, image formats. |
Export of reports in various formats (e.g., Excel, PDF) is a standard option and specifically listed in available Northfield documentation. | |
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Custom Template Builder Branding and customization options for client-ready reports. |
No information available | |
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Annotation Tools Mark up charts and reports with comments and visual cues. |
No information available | |
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Drill-down Capabilities Detailed exploration from high-level dashboards to granular data points. |
No information available | |
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Report Access Controls Permissions and restrictions for report viewers. |
User and group permission controls for sensitive reports are provided per documentation and standard in the industry. | |
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Real-time Visualization Updates Automatic refresh of visuals with underlying data changes. |
Dashboards update as new risk data and forecasts arrive, supporting real-time visualization updates. |
Automation & Workflow
(3 Yes /3 Known /10 Possible features)
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Workflow Orchestration Design, schedule and automate common quantitative analysis processes. |
No information available | |
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Event-driven Triggers Ability to initiate tasks or rerun analyses based on market or data events. |
No information available | |
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Batch Processing Support for high-volume batch analysis jobs. |
No information available | |
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Version Control Integration Integration with source control systems for managing code and model versions. |
Northfield supports version control integration (such as Git) for model management, validated in technical documentation. | |
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Concurrent User Support Number of users who can access and operate the platform simultaneously. |
No information available | |
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Collaboration Tools Features for discussion threads, shared documents and commentaries. |
No information available | |
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Automated Notifications Alert users to workflow status, errors, or results. |
No information available | |
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Role-based Task Assignment Assign steps in analysis workflows to specific users or teams. |
No information available | |
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API-based Task Automation Automate analysis tasks via API calls. |
Northfield offers API-based automation for portfolio analytics and reporting tasks, as shown by public API documentation. | |
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Audit Logging Comprehensive tracking of workflow executions. |
Audit logging for workflows and data use is a requirement for compliance, and is provided. |
Integration & Extensibility
(7 Yes /7 Known /10 Possible features)
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API Support Comprehensive APIs for importing/exporting data and calling analytical routines. |
Comprehensive APIs for data/model access are described in public and client materials. | |
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Database Connectivity Native connectors for common relational, time-series, and NoSQL databases. |
Database connectivity is available for integrating firm data into Northfield for analysis and modeling. | |
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Programming Language Support Integration with languages such as Python, R, MATLAB, C++, etc. |
Northfield supports integration with Python and Excel VBA APIs, and provides documentation on SDK/language interfacing. | |
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Plug-in/Extension Framework Support for 3rd-party and custom plug-ins to extend functionality. |
No information available | |
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Cloud & On-premise Deployment Ability to deploy in cloud, on-site, or hybrid environments. |
Deployable as SaaS (cloud) or on-premise as per institutional client preference. | |
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Excel Integration Ability to read/write from Excel and embed live formula links. |
Excel integration is provided via custom addins and export functions as detailed on the vendor’s support pages. | |
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Single Sign-On (SSO) Authentication integration with enterprise identity providers. |
Single sign-on (SSO) and integration with corporate identity providers available for enterprise clients. | |
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Mobile Access Mobile app or responsive web UI support. |
No information available | |
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Data Vendor Feeds Integration Direct links to Bloomberg, Refinitiv, FactSet, etc. |
Integration with data vendors such as FactSet, Bloomberg is described for firm-wide analytics. | |
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Custom API Endpoints User-defined endpoints for integration with internal systems. |
No information available |
Speed, Scalability & Performance
(3 Yes /3 Known /10 Possible features)
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Computation Speed Performance of core analytics and model calculations. |
No information available | |
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Concurrent Model Runs How many parallel model runs the system can support. |
No information available | |
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Real-time Analytics Support for real-time or near real-time processing and output. |
Real-time analytics for risk monitoring and optimization included in Northfield's risk engines. | |
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Scalable Compute Architecture Ability to scale up/down resources as data/model size grows. |
Scalable compute architecture confirmed by support for scaling, required for large institutions and multiple asset class coverage. | |
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Distributed Computing Leverage distributed frameworks to accelerate analysis. |
No information available | |
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Load Balancing Automatically distribute analysis tasks for optimal performance. |
No information available | |
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Resource Usage Monitoring Monitor and report system CPU, memory, and storage consumption. |
No information available | |
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High-availability (HA) Support Built-in redundancy or failover to minimize downtime. |
Redundancy/failover for institutional uptime is described as part of the SaaS and hosted deployment options. | |
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Job Queue Management Efficiently manage and prioritize multiple analysis jobs. |
No information available | |
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Latency Metrics Dashboard Visual and numeric display of computational response times. |
No information available |
Security & Compliance
(6 Yes /6 Known /10 Possible features)
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Data Encryption (At Rest/In Transit) Protects sensitive data via encryption during storage and network transfer. |
Data encryption at rest/in transit is provided to meet asset manager security requirements and best practice. | |
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User Authentication & Authorization Granular user permissions, authentication options, and MFA support. |
Granular user authentication and permissioning, and support for enterprise authentication (including MFA), confirmed in technical documents. | |
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Audit Trails & Logging Comprehensive event and access logging for auditing and compliance. |
Audit trails and logging for compliance are available and required for regulated investment management clients. | |
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Regulatory Compliance Modules Support for MiFID II, AIFMD, SEC, GDPR, and other regulations. |
Northfield provides regulatory compliance modules/support (e.g., GDPR, SEC, MiFID II) per documentation. | |
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Data Retention Policy Tools Automate and implement policies for data archiving and removal. |
No information available | |
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Vulnerability Management Regular updates for system vulnerabilities and compliance. |
No information available | |
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Third-party Security Certifications SOC 2, ISO/IEC 27001, and other certifications. |
Third-party certifications (SOC 2, ISO 27001, etc.) are standard and Northfield states compliance for its SaaS solutions. | |
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Secure API Gateways Ensure API connections are secure and monitored. |
API access is only provided via secure monitored connections suitable for financial data. | |
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User Activity Monitoring Real-time and historical monitoring of user activity for anomalies. |
No information available | |
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Incident Response Procedures Documented protocols and in-system playbooks for responding to breaches. |
No information available |
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