GAIN Portfolio Analysis

Functionalities

• Grouping and filtering of portfolios
• already existing portfolios
• scenario/test portfolios
• sub portfolios
• Asset Allocation: Assign positions to portfolios using Boolean operators | Extract user specific reports and store allocation definitions for further use
• Fast and easy to use calculation of numerous performance and risk indicators
• Support of a wide range of financial instruments. New instruments/structures can easily be implemented into the system
• Limit Management: Use flexible triggers and alarms if limits or thresholds are broken | Initiate workflows (e.g. notification by e-mail) | Support volume, performance and risk limits.
• Simulation: Apply scenarios, stress tests and simulations to portfolios and groups | Use Monte Carlo simulations to analyze the foreign exchange and price effects of buy and sell transactions | Supports Boolean operators for defining groups.
• Extensive and easy to use reporting engine and export functionalities