-converti-depuis-jpg.webp)
Join SESAMm for breakfast in Midtown during Climate Week NYC on September 23rd from 8:30 am - 10:30 am. We'll give a short, informal walkthrough of what's new on the platform and what's coming next, then open it up for coffee and conversation with the SESAMm team and other users in ESG, risk, and compliance.
SESAMm is pleased to announce the appointment of David Platt to its Advisory Board. David has spent his career at the intersection of M&A, corporate strategy, and risk intelligence - most recently as Senior Vice President, Chief Strategy Officer at Moody’s Corporation, where he contributed to the diversification of one of the world's leading financial data companies.
During his twelve years at Moody’s, David helped architect the firm’s diversification into data, analytics, and technology-driven risk assessment. He oversaw more than 75 transactions valued at $9 billion, including landmark acquisitions in climate risk, cybersecurity, and private company data. Before Moody’s, he held senior M&A roles at Deutsche Bank, Bank of America, Citigroup, and Credit Suisse First Boston, advising on complex transactions and corporate strategy for global clients.
“Over the course of my career, I’ve focused on helping organizations scale by expanding into new markets, strengthening their strategic foundations, and building platforms that help institutions better measure, manage, and understand risk,” said David Platt. "SESAMm has built an impressive platform at the intersection of AI and risk intelligence, and I’m excited to support the team as they shape their strategy and scale the business globally.”
David’s appointment comes as SESAMm continues to scale its AI-powered risk intelligence platform and expand its global presence. His experience driving profitable and strategic growth initiatives and scaling data and analytics platforms will help guide the company’s strategic direction.
"David has sat on both sides of the table, as a buyer of data and analytics capabilities, and as a trusted advisor to some of the world's largest financial institutions," said Sylvain Forté, CEO and Co-Founder of SESAMm. "That perspective will be invaluable as we shape SESAMm’s strategic direction and execute our next phase of growth."
David is a CFA charterholder and has served on the boards of BitSight Technologies and ICRA, an Indian credit rating agency. He holds an MBA from the University of Chicago Booth School of Business.
Discover our whitepaper highlighting the power of web data on predictive analytics for the financial industry: how alternative data strengthen the market, the challenges of collecting web data and case studies presenting different approaches, such as ESG, showcasing TextReveal features and capacities for investment purposes.
In complement, please find here our Recorded Webinar “Predict financial movements with web data”.
In the past, investment management institutions relied mostly on traditional data to gain an edge in investing. Traditional data ranges from SEC filings to earnings reports and pricing information any type of data produced by the company itself. The rise of the digital age, however, has opened up new sources of data for investors beyond the scope of traditional data. The seemingly infinite scope of alternative data includes data produced from credit cards, satellites, social media and perhaps most importantly the web.
With the additional integration of alternative data, investment management institutions and hedge funds in particular that once relied only on traditional data now have an edge in predicting the rise and fall of the markets. As increasing numbers of financial institutions jump on the bandwagon of alternative data, spending on alternative data by trading and asset management firms is set to exceed $7 billion by 2020.[1]
What was only a few years ago a question of when institutions should start using data has shifted to the question of how they can organize and structure these mostly unstructured datasets. And with 4 billion webpages and 1.2 million terabytes of data on the internet estimated to be generated globally by 2025, there is no shortage of web data to sort through. As increasing numbers of investment management institutions incorporate alternative web data into their predictive algorithms, it will change the face of investment as we know it.
This white paper is intended to be a guide for investment management (IMs) institutions to better understand how alternative web data is quickly becoming an essential component for generating alpha and mitigating investment risk. In addition, it explores different models of web data crawlers and what IMs need to look for as they incorporate alternative web data into their predictive analytics models.
“Your company’s biggest database isn’t your transaction, CRM, ERP or other internal database. Rather it’s the Web itself…Treat the Internet itself as your organization’s largest data source.”
— Gartner
As previously mentioned, alternative data includes any type of data that is beyond the scope of traditional data: satellite imagery, social media data, and web data (which includes news sites, blogs, discussions and forums) along with credit card data. Alternative web data, which falls under the broader category of big data, is typically unstructured and demands a process for structuring it in order to deliver insights.
As scrutiny of corporate supply chains intensifies, investors are demanding more than policy statements and third-party audits. In this webinar, SESAMm and Inrate explore two powerful lenses for evaluating risks and sustainability impacts across global supplier networks: SESAMm’s real-time controversy detection and Inrate’s impact-driven sustainability data and ratings. Together, these approaches cover both public and private companies, go beyond self-disclosures, and enable assessments across a wide range of suppliers.
Watch this instant replay to dive into:
.png)
