Page Comparison

PortfolioMasterData

To control the contents of a mandate report, several master data points are needed (valid at the given reporting data):

• client / portfolio / pm name

• mandate / performance start dates

• benchmark / strategy definition

• etc.

PortfolioFundData

• Additional master data for funds (e.g. sales registrations, shareclasses, cost transparency, etc.)

PortfolioValuation

Interface to deliver portfolio valuation data (valid at the reporting date) to produce:

• asset allocation breakdowns along several segmentations

• position lists (full, top-n) with details like CUSIP, ISIN, Valor, Instrument Name etc. 

BenchmarkValuation

Interface to deliver benchmark valuation data (valid at the reporting date) to produce:

• asset allocation breakdowns along several segmentations

• comparison of portfolio weights to benchmark weights 

PortfolioReturns

One or multiple interfaces to deliver performance / return data:

• for a given period

• for the portfolio as well as the associated / chosen benchmark

• on portfolio level vs. on segment / instrument level

InstrumentReturns

Returns for a list of instruments and for a given period

PortfolioAttributions

Interfaces that return data about the source and decomposition of performance.

PortfolioRiskExPost

Ex post risk figures

PortfolioRiskExAnte

Interface that return data about the ex-ante risk and risk decomposition of the portfolio.

PortfolioRiskStatus

• the portfolios current risk status (CSAM specific calculation based on past returns)

PortfolioProfitLoss

P&L figures on portfolio level

PortfolioTransactions

List of transactions

PortfolioProjectedCashflows

Projected Cashflows

PortfolioGuidelineAnalysis

• information about guideline checking (BVV2, investment restrictions) etc.

InstrumentReturns

Segmentations

Interface to fetch all base segmentations from the DWH

Data availability, quality & security

Interfaces to support a data-driven report production and allow transparency of data quality within reports, e.g.

• get list of portfolios with their last status per quality level (unpublished vs. signed-off)

• get lists of portfolios to be authorised for local reporting specialists (e.g. SG-based)