Orders and trades update in real-time the position-keeping engine and valuations as well as exposures and risks are recomputed.
The system tracks several exposure natures (equity, interest rate, FX, credit) with look-through capabilities.
What-if scenarios definition, which could be applied to stress-test any portfolio.
Risk indicators such as duration, modified duration, yield to maturity or yield to call, rating algorithm, greeks (delta, gamma, vega, theta) are managed.
Performance contribution and attribution are calculated, based on TWR (Time-Weighted-Return) and Brinson methods.
Liquidity risk is managed with the capability to calculate how many time it takes to liquidate portfolios.
Solvency II SCR markets are also available for institutional investors.