Portfolio Analytics: Risk Management, Compliance and Performance Attribution

We are determined to simplify your processes with our modular and integrated solution: PortfolioBase.

Our greatest advantage is that we provide accurate and complete data for all asset types and combine it with user-friendly and high-performance applications.

Rasyonet and Odifin have been cooperating to offer specific solutions for portfolio management sector.
  1. PortfolioBase

    With PortfolioBase, we offer an integrated portfolio management solution. It comprises all kinds of analysis from operations to portfolio management, performance monitoring, compliance and risk management. Analysis in the toolend-of-dayrformed on an end of day basis or transactional basis.

    Its’ parametric structure enables you to set different valuation methods for portfolios or funds. This setting can also be utilized as the basis for all analyses. Using its’ easy reporting tool, you can also schedule reports or set conditional alerts.

  2. Vizyonumuz
Security Valuation

We have prepared the Security Valuation module to enable you to perform security valuations and cross-check them with the custodian. You can assign different valuation assumptions for each portfolio, which gives you greater flebility to manage various portfolio types.

In order to reduce your operational risk and improve your workflow, all security definitions are entered by our data teams.

Comprehensive Security Coverage
  • Securities
    • Equities
    • Corporate Bonds
    • Sovereign Bonds
    • SUKUK
    • Precious Metal
    • Commodities
    • Mutual Funds
    • Pension Funds
  • Money Markets
    • Repo
    • Reverse Repo
    • Deposit
    • FX
    • Committed Transactions
  • Derivatives
    • Futures
    • Forwards
    • Swaps
    • Options
    • Exotics
    • Structured Products
  1. Portfolio Valuation

    With our Portfolio Valuation Module you can determine the net asset value of a portfolio and derive the unit price of a fund. You can also calculate all fund expenses through the system and cross-check them with those reported by the fund operations team.

    This module also offers valuations for Discretionary Portfolios

    Cashflow Management

    The Cashflow Management module enables you to monitor all cashflows and lets you maintain healthier cash balances for all portfolios. All future cashflows, driven by current positions like money market returns, fixed income security principal payments, coupon payments, dividend payments can be projected and reported through the system.

    You can also monitor security settlement related cash inflows and outflows and plan for cash needs of the following days.

    Please contact us for more detail about the Portfolio Valuations and Cash Flow Modules

  2. Vizyonumuz

Increased regulatory oversight makes it more difficult to carry out an enourmous amount of portfolio compliance controls on a daily basis. Good news! We are trying to help you overcome this hurdle with our compliance module.

All regulatory limits announced for various types of funds are pre-defined in the system. All you need to do is assign these limits to applicable funds. We also prepared a comprehensive set of generic limitations for you to assign to any type portfolio.

Compliance Coverage:
  • Compliance with Regulatory Guidelines
  • Compliance with Fund Investment Guidelines
  • Compliance with Internal Limits
Risk Management

We offer two types of Risk solutions tailored to the needs of Asset Managers and Brokerage Houses.

Asset Managers

We have designed our risk module to ensure easy and efficient risk analysis, monitoring and reporting for asset managers. The solution lets you assign different limits and warnings for various risk measures. You can also set up e-mail and sms notifications for these limits and warnings. Additionally, the system has various predefined reports but you can also create customized templates yourself.

We offer a special category for regulatory risk limits and enable you to differentiate these from the internal limits.

Brokerage Houses

We aimed to offer a more efficient risk management and reporting funtionality for Brokerage Houses with our risk module. The solution enables you to set e-mail and sms notifications for automated processes like reports, limit controls and limit breaches.

  1. Analysis you can perform with the Brokerage Risk Solution:
    • You can monitor all customer driven risks and monitor their collateral adequacy levels.
    • Through the stress test analysis you can simulate a portfolio’s performance in extraordinary market conditions
    • You can measure collateral adequacy in stressed scenarios for positions that require collateral monitoring, e.g. secured loan transactions, derivative positions etc.
    • MetaTrader Integration: You can easily identify any customer trades that did not go through a bridge and/or to a liquidity provider, thus eliminate any unplanned positions. If your company holds positions in MetaTrader, you can also monitor and analyse the risks of these positions.
  2. Robust Analysis Functionality:
    • Value at Risk Analysis
    • Stress Tests
    • Scenario Analysis
    • Leverage Analysis
    • Liquidity Analysis
    • Concentration Risk Analysis
    • Counterparty Risk Analysis
    • Sensitivity Analysis
    • Risk Value Analysis
  3. Performance Analysis

    With our Performance Analysis module you can easily drill down a portfolio’s performance into its components. You can also prepare reports showing the performance breakdown of a benchmark and analyze relative performance drivers. Performance analysis can be performed on a transaction basis and/or end of day basis

  4. Who benefits?
    • Operations Departments
    • Custodians
    • Risk Management
    • Portfolio Managers
    • Compliance Officers
    • Performance Management Teams
    • Investment Advisors
    • Institutional Investors
    • Family Offices