Comprehensive Wealth Management Platform

Presenter

Presentation Notes

Time waighted Rate of Return Money

Portfolio management & analysisManaging the positions of individual and group portfolios. Based on a comprehensive database of financial instruments that allows accurate evaluation and analysis of the portfolios in the presence of multiple kinds of instruments types.

• Position keeping

• Bond evaluation prices, Bond yield accruals

• Analysis for multiple criteria

• Configurable analysis structures

• Portfolio Bond Analysis (duration, rating, yield)

• Portfolio Equity Analsis

• Look thru Investment funds

• Cash flow projection (Daily report for required period)

Portfolio Risk analysisEvaluates the Value At Risk of the overall portfolio by identifying the Risk factor (volatility, yield, forex) that affects the portfolio.

• Portfolio Value At Risk - Parametric method

• Portfolio and curve section bond average duration

• Proxy indexes to fill lack of historical prices

• Stress test Value At RIsk

• Risk Reports and VaR Excel data export

Investment limits monitoringEx-post and ex-ante investment limit compliance check. Both regulatory or organizational limits. Many portfolio check functions

• Ex-ante and ex-post compliance check

• Breach reports and period breach explain

• Multiple functions (asset class exposure, currency, yield curve, Value at risk, concentration …)

• Limits for single portfolios and for portfolio groups

Historical & What-if scenario simulationSimulate the potential effect of Historic period on performance on the actual portfolio. Manges what-if scenarios on different event types: Yield curve shift, Credit spread shift, currency expected rates, Market index Performance

• Historical scenario simulation

• Use Period Historical price data (if present) or proxy index

• Manages all asset classes (Bond, Equity, Inv. Funds ..)

• What-if analysys

• Yield curve shift parallel or specific for each bucket

• Equity expected performance for single indexes and instrument

Periodic performanceEvaluate period portfolio performance by evaluating the portfolio value at each time and computing the period result in money and in percentage using the international standard Money Weighted ate of return MWRR or Time Weighted Rate of return TWRR

• Daily Portfolio evaluation, Historical position value, inflow, outflow

• Different standard period (Start of the year, Start of quarter, custom)

• Money weighted rate of return (MWRR), Time weighted Rate of return (TWRR)

• Asset class decomposition

• Single finantial instrument performance contribution

• Periodo historic perfomance chart

• Powerpoint or PDF output

• Customizable portfolio report templates

• Specific asset class reports (Equity, Bonds, Time deposit)

• Risk report

• Bond specifico analysis

• Perfromance evaluation

Portfolio reportPortfolio level report to report exposure. Produce high level reports in Powerpoint or PDF