Comarch Asset Management

Comarch Asset Management system is a multi-module platform designed for investment and pension funds, asset management companies and insurance companies. The tool supports the processes of asset management, fund valuation and bookkeeping, measurement of portfolio risk and performance, and regulatory reporting.

Key business advantages

Efficient portfolio management

Automation of order and portfolio management processes

Ongoing monitoring

Real-time portfolio monitoring in terms of asset allocation and composition as well as coherence with the investment strategy and limits

Automatic rebalancing

Scheduled and ad-hoc rebalancing process adjusted to the investment policy and model portfolios

Recordkeeping and compliance

Recording of all investment processes and actions; storing all the necessary data for internal and legal reporting purposes

Features

  • Real-time portfolio monitoring
  • Pre- and post-trade compliance
  • Portfolio modeling
  • Portfolio rebalancing
  • Portfolio management
  • Order generation
  • Trade processing and settlement
  • Flexible bookkeeping based on various accounting rules
  • Portfolio and fund valuation (incl. NAV calculation)
  • Risk and performance measurement
  • Investment reporting
  • Regulatory reporting
  • Integration with market data providers and counterparties

Modules

The Comarch Asset Management system offers a set of features supporting end-to-end asset management and facilitate front-, middle- and back-office operations. The platform itself is highly configurable, which makes it possible to tailor processes and algorithms to particular investment philosophies and a wide range of supported portfolios, user profiles and funds subject to different regulations and regimes. A significant strength of the Comarch Asset Management software is its performance measurement system enabling the generation of advanced analyses of performance (e.g., Sharpe, Sortino, TE and IR), attribution (models by Brinson, van Breukelena and Campisi) and risk (incl. VaR, Drawdown and stress-tests).

The solution is supported by an independent regulatory reporting software, using data from the domain-specific modules and external systems, designed to generate regulatory reports (AIFMD—Alternative Investment Fund Managers Directive and UCITS – Undertakings for Collective Investment in Transferable Securities) as well as reports for investment committees and compliance departments. The platform is complemented by the Fund Portal used for the communication between a fund management company and institutional clients (private content) and for the distribution of public information and documents.

The individual components of the Comarch Asset Management system are targeted at different groups of users:

  • The areas which support investment processes, risk and performance measurement and the control of investment limits are dedicated to asset managers, analysts, risk management specialists and compliance department employees in asset management companies.
  • The area for fund valuation, bookkeeping, payments and settlements is designed for back-office employees responsible for fund accounting in custodian banks as well as investment and insurance companies.
  • The regulatory reporting area and analytical engine supports risk managers, analysts, accountants and compliance department employees by automating the processes of generating regulatory reports and reports to be presented at investment committee meetings.

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