Portfolio Management

Portfolio management in many buy-side firms usually requires the consolidation of positions and trades made up of many different asset classes. This information is vital to the firm’s ability to determine exposure, perform timely valuations, calculate PnL, manage risk, make pre-trade decisions and provide timely information to many individuals and investors involved in day-to-day fund management and operations. Managing this wealth of information, and updating it can become extremely resource intensive, costly, and error-prone.

The Solution

NorthPoint’s Portfolio Monitoring and Reporting System provides a environment for consolidation and management of this information. This solution provides “vendor-agnostic” access to any trading, order management, risk, and accounting systems in use today. Our platform has been designed with the input of many buy-side industry leaders, and utilizes an enterprise-level architecture without the enterprise-level cost. We utilize user-defined PnL, exposure and risk views that consolidate a broad array of data dispersed across operating platforms, while also providing the tools to handle these functions within the application. This approach easily integrates with our Security Master and Order Management Systems to provide a full, turn key solution for firms whose requirements are not met by vendor products that are not able to quickly adapt to more complex asset types being traded.

Features

  • Proven interface
  • Flexibility
  • Vendor-agnostic
  • Enterprise architecture without the enterprise cost
  • Integrates with NorthPoint's Securities Master and Order Management System
  • Supports ALL asset classes with the ability to add new asset classes and attributes on-the-fly with no programming
  • Creates and maintains static, or time series attributes at Security- or Issuer-level
  • Tracks multiple curves (swap, treasury, spread) at system- or security-level
  • Creates and tracks relationships between underlying securities
  • Creates custom tagging and aggregations (sectors, sub strategies, etc.)
  • Tracks historical prices with full audit trail of sources, changes, overrides
  • Maintains multiple prices for the same security
  • Assigns pricing methodology to security (Spread, Dollar, Relative, etc)
  • Integrates with real-time CDS pricing engine and real-time market data pricing (BBG)