
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