asset managers
Facing the challenge of restoring investor confidence with a fully integrated risk
practice, whilst still creatively generating wealth
Market turmoil has seen Asset Managers now balancing their own operational costs,
while still needing to be innovative to attract client investors.
With investors more selective than ever, vigorous risk management systems offer
the essential reassurance that their investments are safe and secure. This surety
must be coupled with the creative use of derivatives alongside traditional products
to maximise returns in this changing landscape.
risk, portfolio & order management integration
Managing cross-assets with derivatives and OTC products, Asset Managers now need the best of breed risk management systems, with extended portfolio management capabilities that integrates seamlessly with their order management system, be this a vendor or in-house solution.
Derivation can be either the single solution or the “glue” needed here, with:
- Extensive trader, hedging & stress testing risk functionality
- VaR reporting suite for investors
- Powerful portfolio management system that can also be distilled into user-friendly reports for portfolio managers, risk managers and alike
- Upstream or downstream integration with OMS / EMS systems
robust, scalable software platform
Derivation is engineered by computer scientists to be scalable to run in the largest investment companies in the world, with such key features as:
- Dealing extremely high trade volumes, avoiding bottlenecks maintaining performance
- Calculating 10,000s derivatives in real-time
- Open systems architecture, allowing in-house model integration
- Quick to implement with “out of the box” APIs for trades, analytics and all market data, capable of easily integrating with any in-house system.
- Regularly deployed across multiple continents running multiple “end of days”
key features for Asset Managers
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- Flexible scenario analysis & stress testing
- Historic VaR risk reporting
- Complete risk concentration and drill-down
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- Multi-level views, funds, books & strategies...
- Excel feel, customisable display of 1000s columns
- Display positions and entire markets of instruments
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- Loading benchmark constituents
- Portfolio comparisons against benchmark
- Identify attribution against various risks
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- STP integration with order/execution management systems via FIX
- Order blotter functionality
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- Tick by tick P&L with alerts/colouring
- View by any period: Daily, MTD, YTD, Lifetime
- Backdated changes with full trade audit
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- Greeks: Delta, Gamma, Vega, Theta, Rho...
- Implied: Volatility, Credit Spreads & Yield
- Historic analytics and charting service
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- Worksheets can be filtered, sorted and aggregated
- Sophisticated search functions allow users to drill down to information quickly
- User defined formulae can be used in any worksheet for complete customisation
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- Bloomberg and Reuters for real-time pricing
- Automatically load terms data from Bloomberg, Reuters and MACE
- Credit spread data from CMA
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