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Key

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Key Principles

Principle

Decision / Discussion

Status

Portfolio Level

  • All relevant master data for a portfolio can be fetched in a single call

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Mandate/Client Level

  • If a mandate or a client is implemented via multiple (custody) portfolios and the reporting should be provided on the mandate/client level, the master data call should also deliver information on mandate level in the same format

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Consolidation Level

  • If a reporting should be producing a consolidated view over multiple mandates, the master data call should also deliver information on the consolidation level in the same format

  • Additionally the structure of the consolidation (list of portfolios / mandates) should be contained in the data

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Interface "PortfolioMasterData"

...

Status

...

Usage

Query portfolio master data to provide input for

  • CO001: Fixed income 2-pager cover 

    • PI001: Portfolio Information

    & Contents

    Used to

    • Report covers (client name), headers/footers

    • Portfolio information blocks (e.g. PI001)

    • Performance charts (determination of

    period

    • performance periods, see below)

    • Footers/Header of report

    Data Contents

    strategy (

    Contains information like

    • performanceMeasurementStartDate

    • portfolio strategies (different types, including target weight, bandwiths, index/benchmark)

    performanceMeasurementStartDate

    • reporting legal entity -> controls disclaimer-text

    (current)

    • Portfolio contacts for pm (portfolio manager), cpm, rm

    with contact detailsinformation

    Schema

    https://bitbucket.org/banknotes/ngr/src/df61b39d18a16581cd95aed9694991bbe39c5fb1/ngr-csamsolution/src/Model/schema/PortfolioMasterData.schema.json?at=release%2Fcurrent

    Parameters

    • portfolioId

    • reportingDate

    Reporting Business Logic

    • determination of periods to report portfolio performance as well as benchmark performance (e.g. performanceStartDate)

    Example

    Potential Problems

    • (including pictures)

    • Information about sub-portfolios (for consolidation of mandates or mandates implemented by multiple custody portfolios)

    • etc.

    Needs future extension for

    • history of benchmark data

    • mandate inception date (if differing from performance start)

    • pictures for persons

    • main segmentations / breakdowns to be used

    Reporting Business Logic

    • determination of periods to report portfolio performance as well as benchmark performance (e.g. performanceMeasurementStartDate)

    Consistency Rules

    Path

    /portfolio/masterdata

    Parameters

    • portfolioId

    • reportingDate

    Example Call

    /portfolio/masterdata?portfolioId=E0002&reportingDate=2019-03-31

    Schema

    Status
    titleon request

    Response

    Status
    titleon request


    Interface "PortfolioFundData"

    Usage & Contents

    Used to

    • Report on fund facts

    • Generate report metadata for correct document distribution (sales registrations)

    • Correct disclaimers and country variants of factsheets

    Contains information like

    • list of shareclasses

    • list of sales registrations (country, investor type, etc.)

    • fund facts (e.g. fund management company, custodian, etc.)

    • etc.

    Reporting Business Logic

    Consistency Rules

    Path

    /portfolio/funddata

    Parameters

    • portfolioId

    • reportingDate

    Example Call

    /portfolio/funddata?portfolioId=E0002&reportingDate=2019-03-31

    Schema

    Status
    titleon request

    Response

    Status
    titleon request