Balanced Management

Balanced MANAGEMENT FUNCTIONS

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.

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Nexfi will be present at AGEFI Techday 2012 in Paris in june 6th. AGEFI Techday is a major event for buy side technology in France.

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