Context of use of Cube Platform
A UCITS Management Company needs to manage all its investment processes

Company functions involved
Front Office, Back Office, Risk Manager, Compliance, External Advisors

Back-office functionalities:

  • Receive the official portfolio data from various depositary banks, the reference and market data from various data provider (Bloomberg, Reuters, Telekurs, others).
  • Manage all type of transactions
  • Reconcile the transactions and the positions
  • View or modify dictionary data (instruments, portfolios, counterparties, contacts, asset classes)
  • Calculate commissions
  • Calculate the soft NAV
  • Calculate performances

Front office functionalities:

  • Manage the entire life-cicle of the orders, from its generation to their fill
  • Send/receive orders to/from brokers automatically via FIX (EMSX, TSOX, FIX hubs)
  • Make the compliance pre-trade check
  • Monitor on RT basis all the portfolio values (qty, PL, exposure)
  • Simulate any effect of virtual positions on current portfolios

Risk Management functionalities:

  • RT monitoring of post-trade compliance (regulatory: Ucits, Aifmd and the funds prospectus)
  • RT moitoring of post-trade Value at Risk
  • Calculate the portfolio Value at Risk with various models (Parametric, Historical Simulations and their sub-versions)
  • VaR back test process and validation
  • Scenario Analysis
  • Stress Test Analysis