Securities and Portfolio Management System’s goal is to manage security portfolios and perform portfolio market value calculation. It is used by fund management companies and organizations, in particular by organizations managing pension funds.

The system covers the full lifecycle of portfolio management: portfolio setup and configuration, transactions with securities, portfolio market value calculation, and reporting. The system is linked to external data sources (e.g. Reuters real-time data feed) to update portfolio NAV in real-time.

Different portfolios are created to group securities, e.g. securities belonging to a specific customer, securities that are used to implement a specific investment strategy, etc. There is no limit on the number of portfolios in the system. When a new portfolio is created its basic properties are defined. These properties include, for example, NAV calculation settings, transaction properties settings, pricing rules, re-valuation rules, and compliance rules. Portfolios can be grouped together to apply the same settings to all similar portfolios.

After a portfolio is created it can be used to perform various transactions, e.g. funds can be transferred to the portfolio, securities can be bought and sold, fees can be charged, etc. When the system is connected to a real-time market data feed the portfolio NAV is calculated in real-time.

The following instrument types are supported:

  • Stocks (equity shares)
  • Bonds
    • Coupon bonds
    • Discount bonds
  • Derivatives
  • Currencies
  • Real-estate
  • Interest rates, e.g. Euribor
  • Indexes, e.g. SP500
  • Other

Euribor and similar interest rates are used for loans with floating rates. Indexes are used as benchmarks to measure portfolio performance.

The following deal types are supported:

  • Buy/sell equity
  • Buy/sell bond
  • Buy/sell other instruments
  • Subscription (buy fund shares)
  • Redemption (sell fund shares)
  • Cash in/out
  • Loan
  • Deposit
  • Forex deals
    • Spot
    • Forward
    • Swap