This solution is designed to provide enterprise wide position keeping and risk management that fully supports the STP life cycle of the financial products.
Portfolio hierarchies may be easily configured by the user to support different aggregation logics, including trader, desk, or across books.
Deals are assigned to one or more portfolios through a scriptable engine that ensures maximum flexibility.
Deals are automatically captured from the various markets connected to the FT platforms, either through a dedicated market adapter or via FIX engine.
Instrument specific screens allow manual OTC deal entries.
The system supports multi currency operations, with automatic FX rates acquisition from data providers for P&L Calculations.
The position keeping system computes the profit and loss of each position and portfolio, providing real time daily P&L, period P&L and cost of carry.
Different P&L calculation data sets are available, including real time data, historical data and embedded pricing.
Market data used for P&L calculations are automatically received from market adapters or data providers.
The P&L data may be displayed in customizable views, including user defined time buckets.
FastTrade portfolio management system support enterprise level risk management.
Interest risk and Credit risk are managed through a number of portfolio risk analytics, including DVO1, benchmark equivalents, sectors exposures and hedging parameters.
All data are available at position level and may be aggregated in the portfolio hierarchy.
Counterparty risk is managed through credit lines and a number of configurable pre trade and post trade checks on position and P&L limits.
The system also supports end of day procedures (EoD price fixing and position rolling), the possibility to view the portfolios at past dates and includes a number of tools for position reconciliations with legacy systems.
The modular nature of the products supports client specific configuration of the solution to fulfill the specific needs of each institution. Modularity refers both to supported instrument types (Money market, Equity, Fixed Income) and to the level of STP.
