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  • Enfusion
    Borrows Loans and Repurchase Agreements Multiple conventions are supported for proper handling of settle dates of cash flows FX P L is fully accounted for Hierarchy Allocation Client specific hierarchy definitions Strategy Sub Strategy Theme etc are fully supported All P L calculations and Risk exposures are properly attributed to the assigned hierarchy A street view Hierarchy Less is also available for reconciliation purposes Varied Investment Vehicles Standalone Fund Master Feeder Structures and SMA Position Management Position Transfers between brokers and funds tools are provided Multiple P L and cash impact preservation options are available Workflow and process automation for FX forward rolls swap resets and option life cycle Risk Exposure Calculation Instrument and position level analytics Real time and historical calculations of implied volatilities spreads yields DV01 and derivative Greeks are fully supported Portfolio Stress Testing Create What If scenarios to assess performance and exposure impact on a portfolio Various market rate shifting parameters are supported Shifts include Yield curves Tenor or Parallel Shifts Credit Spreads Volatilities and spot rates Pricing Source Flexibility Sophisticated pricing policies are implemented using our comprehensive Pricing Arbitration rules engine Front vs Back Office P L views Theoretical vs Accounting are fully supported Instruments can be marked with a variety of price sources Pricing sources are then selected based on a set of conditions implemented as pricing arbitration rules Market Data A variety of pricing sources can be utilized to price a given asset class Bloomberg Reuters FactSet IDC WM and MarkIt are some of the available sources Pricing snap jobs are automated on behalf of our clients A set of preconfigured and customizable curves and surfaces are provided by default Clients can choose to augment or replace as they see fit Transparency Asset valuation is performed using an embedded FinCad library Measures can be fully replicated by end clients Factor model Integration Scenario generation analytical risk calculations and derivation of optimal hedges can be driven by third party multi risk factor models Pre Trade Pricing Valuations can be performed on a trade by trade basis to gauge exposures and validate counterparty pricing Shadow NAV A Multi Currency true double entry General Ledger Fully capable or producing daily NAV Customizable Master Chart Of Accounts Full Suite Of Financial Statements Balance Sheets Trial Balances P L Statements and Cash Flows Customizable per client requirements Accruals And Expenses Rule based engine to automatically post accruals and expenses to the General Ledger on predetermined frequencies Cash Management Cash Ladder and Proof of Cash Trade and Settle date cash and collateral balances NAV Per Share Calculations Subscriptions Redemptions factored in calculating NAV Share Outstanding Shares High Low watermarks OTC Margin Calculations Full margining cycle including Initial margin Variation and Excess Deficit margin Trade Affirmation Automated trade affirmation with market leading vendors Trade summaries and allocations can also be emailed to execution brokers End Of Day Trade Delivery Automated delivery of trades and allocation details to prime brokers and fund administrators on a daily basis We integrate with the

    Original URL path: (2016-04-30)
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