Diversified Management Features
- Order book:
FIX engine and Workflows that are configurable with message exchanges (SWIFT, proprietaries)
Construction of models and rebalancing-based management. Simulations in terms of weighting, sensitivity, etc...
- Real-time positions:
Sorting by asset classes, management styles, exposure regions, sensitivity classes, etc...
- Help with decision-making:
Library of automatic hedging rules by derivative instrument, position arbitrage (arbitrage or merger), detailed simulations.
Standard methods (curve interpolation, Black, etc.) and business rules that are parameterisable by instrument and by security.
Tracking Error and risk indicators (Treynor, Jensen, etc.)
- Monte Carlo VaR:
Markets, currencies and interest rates (areas of transparency, sensitivity, etc.)
On the fly, in pre-trade, post-trade and on simulations
- Performance and performance attribution
Centralised adjustments of balances, projected cash.
Flows, Securities and Cash positions.
Fund factsheets, Web access, etc.