Managing Asset Management

Overview - Features - Benefits - Components - Technology - FAQ

Middle / Back Office - Front Office - Quant - EDM - Issue Manager - Requestor

Portfolios - Products - Quotations - Operations - Compliance - Fees - Contacts - Comments - Reporting - Workflow - Synchronisation - Security

Products tracked in Webfolio consist of:

  • Funds (including funds of funds, hedge funds, fund series and classes)

  • Stocks (equities)

  • Foreign exchange spot and forward rates

  • Futures (including interest rate, commodity and currency futures)

  • Interest rates

  • Indexes (including composite indexes)

  • Universes (collections of products).

Use of Products in Webfolio:
Portfolios consist of cash, positions in one or more products (particularly funds) called the underlyings (underlying assets), and in forex trades. Fund products themselves can consist of investments in other products. Portfolio operations acquire or redeem shares in funds and equities and contract for spot and future forex. These positions are evaluated and gain/loss is calculated. A portfolio’s profile - liquidity, return, volatility, and so on - is based on the performance of its underlying products. Correlation and covariance tables are derived from the relationship between the products in a portfolio.

Compliance rules for a portfolio are tested primarily against a portfolio’s underlyings. Rules derived from portfolio properties, and the percentage allocation or count of the properties in, for example, currency, sector, style, or region, are checked against the actual positions of the portfolio. The results of checking against these rules are shown in constraint reports.


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