Portfolio Management functions

• Create grouped orders per Investment Line or according to other criteria
• Calculate order quantities based on portfolio value (increase pct, decrease pct, fixed target, etc)
• Create allocation forecasts from simulated orders
• Rebalance single or bulk portfolios from the Model Portfolio allocation
• Create and manage Model Portfolios ( changes due to Asset Allocation committee decision are all logged)

Other Front Office functions

• Generate orders and transmit them to the custodian banks, by email or FIX protocol (currently supported: 4.2, 4.4)
• Pre-trade compliance (investment lines, exceptions, liquidity, short-selling, etc)
• Monitor the status of the order book
• Monitor on RT basis all the portfolio values (quantities, PL, exposure)
• Rollover of FX FWD deals according to currency limits and cash balances

Middle Office Functions

• Calculate commissions
• Calculate performances (TWR, MWR)
• Performance contribution (also per single asset over all portfolios)
• FX performance contribution
• Calculation of rebates with splitting to internal producers
• Create and manage directory of commercial counterparties / fund distributors and rebate rates
• Verify compliance with respect to investment policies, MIFID and FINMA regulations and limits (supports MiFID single-name and portfolio approach)
• “4 eye”approach is supported
• Verify correctness of Model Portfolio allocation vs. investment policies, MIFID parameters, tactical asset allocation, etc
• Set up and manage FIX technical connections
• Creation and management of Investment Policies
• Creation of Custom Asset Classes
• AML controls
• Cash (liquidity) forecasting
• Current account statements

Back Office Functions

• Receive the portfolio data from various depositary banks, the reference and market data from various data provider (Bloomberg, Reuters, Telekurs, others).
• Manage or create all type of transactions
• Reconcile the transactions and the positions of all portfolios
• Create or modify any dictionary data (instruments, portfolios, counterparties, contacts, asset classes)
• Automatically create security data from Data Provider, or manually
• Import MiFID Target Market (ETM) security data via csv / xls files

CRM functions

• Profile prospect clients: KYC, AML, PEP, etc
• Create and manage Risk Profile questionnaires
• Calculate the client Risk Scoring
• Create and calculate client risk profiles according to MiFID and FINMA
• Assign Portfolio Management line based on Risk Profile scoring
• Manage client exceptions to Portfolio Management line

*Note: functions as shown above are typical of larger or more structured organizations. However, the User / Role /Restrictions matrix enables the creation of any number of roles based on e.g. internal or regulatory directives, company size, “chinese wall” requirements, etc.