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DiversifiedManagement

Diversified Management Features

 
  • Order book:
    FIX engine and Workflows that are configurable with message exchanges (SWIFT, proprietaries)

  • Models:
    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.

  • Valuations:
    Standard methods (curve interpolation, Black, etc.) and business rules that are parameterisable by instrument and by security.

  • Risks:
    Tracking Error and risk indicators (Treynor, Jensen, etc.)

  • Monte Carlo VaR:
    (with APT®).

  • Exposure:
    Markets, currencies and interest rates (areas of transparency, sensitivity, etc.)

  • Constraints:
    On the fly, in pre-trade, post-trade and on simulations

  • Performance and performance attribution

  • Treasury:
    Centralised adjustments of balances, projected cash.

  • Reconciliation:
    Flows, Securities and Cash positions.

  • Reporting:
    Fund factsheets, Web access, etc.