Comarch Asset Management

Comarch Asset Management Platform is a comprehensive tool that automates the process of asset management, fund and portfolio bookkeeping, market risk management and performance measurement. A set of solutions included in the platform is addressed to the asset management companies, bank depositors, investment, pension or insurance funds, and other institutions involved in the business of investment portfolios management.

Key areas:

Portfolio and Client Administration - enables the institutions to administer the most important parameters of the customers' data - their accounts, the agreements signed with them and their dispositions, and also allows to construct the main elements of the asset management process - portfolios, benchmarks or management strategies in accordance with established guidelines.
Orders and Transactions – assists in the process of drafting proposals for the transaction and generation of orders and deals with the current analysis of pre-trade compliance, and also imports receipt execution confirmation and verification, authorization and registration transactions of stock exchange and interbank market for traditional instruments, derivatives and structures.
Position Monitoring - provides access to the current portfolio composition and the valuation of assets, based on current market data from various sources (Reuters, Bloomberg) and allows to view submitted orders and executed transactions.
Valuation - implements the functionality associated with defining the process and methods of calculation and realization of the instruments, including derivatives and structures, and the portfolio valuation, taking into account the different methods of distribution, charged management costs and other transactional fees to the depositary and intermediaries.
Risk Management - allows the calculation of risk ratios at different levels of aggregation, based on selected models whose correctness is verified with backtesting functionality.
Performance Measurement - enables the presentation of the effectiveness of managed portfolios in relation to index or portfolio benchmarks, in compliance with the GIPS standards of presentation and the generation of attribution analysis.
Analysis - enables rapid and transparent verification of the current portfolio composition and the values of calculated ratios, on a wide-configurable view and analysis of cash-flow and security liquidity.
'What-if' Scenario Analysis - enables active assessment of the impact of potential changes in market factors or modifications of the portfolio position contributions on the value of portfolio or calculated ratios, cash-flow and security liquidity and investment limits.
Portfolio Optimization - supports investment decisions with suggestions to buy or sell, which are the result of the portfolio matching to the structure specified by the user optimization criteria.
Investment Limits - implements the functionality of the construction, measurement and monitoring of investment limits for the effective supervision of the management strategies and compliance with the standards of the legislature.
Cash and Positions Management - provides support for the settlements related to the transactional process, servicing securities' rights, corporate operations and handling transfers and cash-flows.
Bookkeeping - is responsible for keeping the books of portfolios and funds based on operational data collected from other areas of the system and converted to the books based on the defined rules of accounting.
Reporting - presents the data (and exports them to external files) from different parts of the system to predefined reports, which are created for the purpose of self-regulation, or tailored to the requirements of the regulators, it also enables to construct self-made analysis based on the available cubes of data, with the application of Comarch Cube.
Market data - supports all market data necessary for the proper handling of the asset management process: the instruments - including derivatives and structured construction, markets, quotes, ratings, issues, branches and yield curves.
Administration - provides implementation of functions relating to the management of users, their privileges, and system resources, as well as tools of the users' and data's operations audit, the mechanism for determining the nature of calendar days in the system, the functionality of the system process planning to increase the automation and efficiency of the application and notification mechanism informing users about diffrent system events.
Integration - enables the automatic exchange of data with market data agencies - both off-line and on-line, transaction systems, bookkeeping and settlement applications, and reporting modules.

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