Portfolio Management

We often find however that investment managers are struggling to consolidate information coming from different brokers, clearing agents, custodians, and exchanges, concerning investments in different asset classes, in various currencies, financial instruments and other investment components. This was our main motivation for developing a common platform providing to investment managers a central location for portfolio management process, having access to uniform and holistic portfolio information, performance and risk analytics, model portfolios and investment profiles, re-balancing procedures, limits management functionality and investment compliance controls.

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