Portfolio Management
Main Features
Portfolio monitoring and analytics
- Simultaneous real-time monitoring of multiple portfolios with user-defined dashboards
- Look-through approach and P&L analysis via market data
- Benchamarks definition and comparative portfolio analysis
- Comprehensive cross-asset pricing and valuation
- User-defined portfolio hierarchies with slice and dice functionality
- User-defined multiple asset classes hierarchical grouping structures to meet your specific reporting requirements
- Fixed income and derivatives portfolio sensitivities
- Examination of the linearity and the distribution function of returns
- Portfolio simulation and what-if scenario implementation
Model portfolios & Rebalancing
- Model portfolios and investment profiles definition based on investment manager guidelines (Stock selection, asset allocation limits)
- Specific constraints per Managed Account (i.e. mandatory exposures, exceptions, min/max exposures, etc.)
- Discrepancies monitoring, rebalancing instructions and interface with Order Management System
- Definion of risk budgets to support asset allocation decisions using VaR methods, risk contribution, stress-testing and sensitivity measures
Order Management Process
- Straight Through Processing (STP) of investment transactions and orders
- Transaction orders status monitoring
- Portfolio cash availability measurement according to orders
- Validation and suitability checks
- Automatic import/export of orders (through electronic flat file)
- Confirmations matching
- Reconciliation of orders per broker with update functionality
- File generation with bulk orders for group of portfolios