Asset Management Suite

 

  • The application suite evolved from a Risk Management software tool jointly developed with professors of University of Vienna
  • It was successfully implemented at more than ten Austrian and Slovak clients: banks, asset management and insurance companies and corporate and constantly enhanced to the current stage of the Asset Management Suite (AMS)

 

Key benefits

 

  • Several mission critical areas can be covered by one integrated system:
     
    • front office
    • back office
    • performance measurement
    • risk mangement
    • controlling
    • accounting
  • Broad coverage of financial instruments requested by today's asset management
  • Scaleable modular architecture allows to serve big FSIs and corporations as well as smaller ones
  • Favorable price /performance ratio
  • Short implementation and integration cycle
  • Customer centric solution provider with track record of satisfied existing clients
  • Local support and installations in several countries

Target segments

 

Modular architecture

 

  • Banks
  • Private banking department
  • Insurance
  • Pension funds
  • Asset management company/department
  • Corporate with treasury function
  • Brokerage Company
  • RiskVantage (risk management)
  • Position Keeping
  • Portfolio Analysis and Evaluation
  • Order and Transaction Management
  • Performance Module
  • Limit control

 

Overview of covered processes

 

  • Presentation of typical financial risk indicators for single instruments and portfolios
  • Value-at-Risk: determining of losses, which with defined probability will be not exceeded within future time period.
  • Simulation of hedge transaction – visualization of the impacts of the transaction on VaR
  • Calculation and visualization of expected Cash Flows from existing positions on nominal and present-value basis.
  • Bottlenecks or surplus of liquidity are presented in charts and graphs for easy recognitionInstruments and price feed maintenance (e.g. Reuters, Bloomberg, Interactive Data)
  • Daily Net Asset Value calculation for mutual or pension funds as well as for private clients or own portfolios.
  • Portfolio "Greeks" indicators are calculated and displayed in real-time as well as Historical Volatility, Implied Volatility and User Volatility based on volatility matrix.
  • Key indicators like accrued interest, yields, coupons, maturities, etc.
  • Scenario analysis: impacts of potential market changes (FX rates, interest rates, stock markets) on the market value of the selected portfolio
  • Accounting support and export interface to internal accounting system
  • Analysis of portfolio performance in different industry and regions
  • Performance comparing with one of free definable benchmarks.
  • Both legal and internal limits are covered in the flexible module where management or controlling department can set limits as well as warning values allowing reaction in advance, before the limits will be broken

 

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