Institutional asset management
A comprehensive library of analytics tools is available for monitoring the management of funds and securities portfolios, as well as for measuring performance and risk, in order to calculate quantitative indicators from the individual constituent to the overall portfolio. The main modular functionalities offered by eXact Suite Portfolio Manager for the consolidation and reporting of securities portfolios are shown below.
- Portfolio Performance Analysis – calculation of MWRR, TWRR (in accordance with GIPS standards), performance index, calculation of performance against reference benchmark performance contribution and performance attribution.
- Portfolio Risk Analysis – calculation of the overall portfolio VaR, risk contribution per individual security, calculation of the main risk indicators such as volatility, tracking error volatility.
- Scenario analysis – what-if analysis to simulate individual instruments in the portfolio or relative analysis against sector indices or aggregate benchmarks (Relative VaR).
- Portfolio reporting – customized reporting in the layout and in the graphic and tabular contents in PDF format according to templates proposed by the Client for individual portfolios or for aggregated portfolios.
- Asset Allocation – optimisation according to standard media-variance or Black-Litterman models, efficient portfolio and frontier calculation.
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