Asset Management

VALUE is a comprehensive platform ensuring a full STP process. Straight Through Processing in VALUE is a reality because you can handle your operations entirely in a single system with all functionalities unified in a central database.

As a comprehensive system for Middle and Back office, VALUE incorporates powerful cash management, reconciliation and accurate data processing in the system.

• Full management of trade validation workflow, (front-to-back)
• Comprehensive management of cash accounts, subscriptions / redemptions and all possible fees (S/R, management, provision, performance, etc.)
• NAV Calculation
• Standard connections to custodians, administrators and matching systems to reconcile trades and positions.
• Generation of messages: settlement, confirmation and payment
• Accounting module

Performance analysis module

VALUE also enables fund managers to display a performance analysis over a time period or on a daily basis.

• Historical NAV and risks indicators of funds with graphical views compared to benchmarks.
• Performance/risks measurement: annualized volatility, tracking error, beta, Sharpe ratio, Treynor ratio, information ratio, alpha.
• Performance attribution: calculation of the allocation effect, stock picking effect, interaction effect and currency effect.
• Reporting facilities for all these performance data, deliverable on request or automatically to fund managers or to investors, regulatory authorities and custodians.