The Portfolio management system automates asset management processes, in particular the execution of investment decisions and order registration. It also increases operational efficiency in the areas of transaction settlement, pre-trade and post-trade limit analysis and control, portfolio rebalancing and fee calculation. In addition, the integration with providers of market data is ensured. The data is used for the purposes of portfolio monitoring and valuation by means of standard interfaces (SWIFT and FIX). The solution also enables real-time consolidation with market data feeds.
Portfolio Management is compatible with obligations specified in MiFID and other requirements applicable to investment companies.
The Fund valuation solution provides support for back-office operations related to investment administration (UCITS, AIFMD), pension and insurance funds as well as institutional client portfolios. The module's most important features include fund bookkeeping, valuation, payments and settlement, limit control and reporting.
Fund valuation is used for financial and quantitative accounting associated with the transaction process as well as for transaction settlement and portfolio operations. It enables the management of corporate and financial operations, bookkeeping of different types of units and shares in funds, valuation of assets and funds themselves.
The Performance attribution & risk functionality covers multi-dimensional analyses of fund performance, including effectiveness, attribution and risk exposure. The analytical processes defined in the system provide insight into various performance indicators (ex-ante and ex-post) calculated for funds at different levels of aggregation – portfolio, currency, asset classes, sectors, ratings and individual products. Furthermore, this performance measurement system allows for the generation of advanced attribution analyses (according to different models) including portfolio liquidity analysis or funds comparison.
In the light of UCITS requirements, the functionality supports the active risk assessment taken by portfolio managers through VaR analyses and conducts stress tests on managed portfolios.
The Regulatory & portfolio reporting module supports the reporting processes associated with obligations specified in the UCITS, AIFMD, MiFID and Solvency II regulations. Moreover, it provides comprehensive reporting on the portfolio, risk and investment results. It is possible to generate periodic reports and prepare documents to be published by the fund (e.g., Key Investor Information Documents—KIIDs, fact sheets) or reports intended for internal and external clients (investment committees/institutions).
Reports generated with our regulatory reporting software can be distributed via email, document management systems or other communication channels, including web portals and mobile applications.