Effective portfolio risk management requires detailed understanding of exposures of every imaginable type within a portfolio, as well as across a number of portfolios.
GENEVA (PRWEB)
November 08, 2019
FinLab is pleased to announce the release of PackHedge™ v.5.4. which provides many new features and enhanced functions. A key element of this release includes the new custom segmentation and breakdown Aggregators with proportions, across multiple layers and with look through which provide substantially enhanced segmentation and risk analysis for portfolios, consolidated portfolios and proformas.
The segment analysis for portfolios, consolidated portfolios and proformas can be viewed across many of the PackHedge™ windows, including P&L, Balance Sheet, Standalone Performance, Portfolio Summary, etc.
“Effective portfolio risk management requires detailed understanding of exposures of every imaginable type within a portfolio, as well as across a number of portfolios.” FinLab’s CEO, Denis de Pentheny O’Kelly stated. “The new custom segmentation and breakdown aggregators provide substantially enhanced segmentation analysis with look through across multiple layers for PackHedge™ users. For example, our clients can understand their portfolios’ exposures cascading across Industry segments, then by Geography, then by Currency and then by Asset. As a result, based on internal guidelines and judgment, clients can make the necessary adjustments to their portfolio(s) to mitigate risks. In addition, any sort of segmentation(s) can be setup, such as; ESG performance, Long/Short exposures, Investment Type, Capitalization, etc.”
The full range of PackHedge™’s extensive analytical and reporting tools include all the new functions for use on portfolios, consolidate portfolios and proformas to provide extensive segmentation analysis, contribution analysis by return and various risk statistics, attribution analysis, stress testing, scenario analysis, sensitivity analysis, portfolio optimization, style analysis and peer group analysis, extensive risk analysis and statistics, PCA (principle component analysis), cluster analysis, etc.
New functionalities have also been added to portfolio transactions allowing single or multiple settlement dates for subscriptions, contributions and distributions for both assets and shareholders, transfer transactions now automatically keep the original subscription dates for liquidity analysis and many other transaction enhancements.
For those clients moving their infrastructure to cloud based services on MS-Azure, they now have the choice of setting up their PackHedge™ database as a Postgre-SQL database, as a MS-SQL database, as a MS-SQL-Express database or as a MS-Azure Database-as-a-Service.
In addition to adding the Preqin Hedge Funds data as a new data source available with PackHedge™, various enhanced functionalities have been added to the tools for importing data and merging data into PackHedge™’s unique aggregated data source data model which include the addition of comparing a number time series types before deciding to match and a number of filtering options to assist in management of the matching and merging processes.
About FinLab
FinLab Solutions SA is a software solutions company that develops, distributes and supports one of the world’s most advanced investment industry solutions for Alternative/Hedge funds, Private Equity funds, Mutual/Traditional funds and most other investment instruments such as UCITS, ETFs, Equities, Real Estate, Art Collections, etc. and which provides; quantitative and qualitative research and analysis, risk analysis, stress testing, scenario analysis, exposure analysis, contribution and attribution analysis, asset allocation, portfolio construction and management, shadow accounting for portfolios, managed accounts and funds of funds, due diligence, document management, workflow and financial innovation.
The company’s solution PackHedge™, provides a series of state of the art modular software tools in a single fully integrated platform that provides: Unmatched portfolio construction and management tools for complete proforma portfolio simulation and/or comprehensive portfolio construction and management for mixed asset portfolios, managed accounts or funds of funds with liquidity ladder analysis, contribution analysis, attribution analysis and exposure analysis. PackHedge™ offers the most advanced analysis tools including: stress testing, scenario analysis, sensitivity analysis, portfolio optimization, style analysis and peer group analysis, extensive risk analysis and statistics, PCA (principle component analysis) and cluster analysis. Comprehensive CRM, Outlook synchronization, document management, Mail Robot, workflow management tools including setting limits and alarms. PackHedge™ is built on a unique and powerful multi-source, multi-currency, multi-frequency qualitative and quantitative data management model. PackHedge™ includes data aggregation, extensive statistical analysis and charting, a multi-dimensional query engine, and an extremely flexible, easy to use and powerful custom reporting and batch report production capabilities. In addition, tools to manage time series imports and customizable due diligence questionnaires are provided to ensure full data integrity. The company was founded in 1999 and is headquartered in Geneva, Switzerland.
For more information, please visit FinLab’s web site http://www.finlab.com or please contact:
FinLab Solutions SA, 11 Rue Maunoir, CH-1207 Geneva, Switzerland
Denis de Pentheny O’Kelly: +41-22-548-0027 or +1-302-468-6927 or ddepokelly@finlab.com.