Designed to seamlessly operate in heterogeneous enterprise class environments. The platform supports the commonly used enterprise software stacks to enable the choice of optimal environment for each organization.
Depending on the deployed modules and feature sets the Xpose3 Platform can be operated by small user groups in simple roles or able to handle complex multi-department workloads and meet with business critical requirements.
The platform is ready to work with standard data sources like Microsoft Excel, SQL, market data vendor terminals or web-services and has flexibility to utilize custom data connectors to work with legacy systems.
The security framework applied in the Xpose3 Platform is separating user roles and able to enforce procedure level access control on business objects and actions.
The platform provides a complete set of audit trail comprising activity, session, change, and event logs to enable the audit of the results provided by the system.
ASSETS AND TRANSACTIONS
The platform natively supports global currencies and wide range of cash and derivative instruments.
Common FX, money market, equity, fixed income and various derivatives transactions including options, futures, swaps and the various asset type specific events are fully supported.
Transactions can be processed in custom lifecycles to enable multiple touch points for different user roles.
The investment control features include pre-trade and post-trade limit checks and limit enforcement.
The comprehensive limit system supports both high level limits like asset class limits and single line level limits, supports counterparty or drawdown limits in either an absolute or in a relative context where limits linked to certain attributes of a benchmark.
The limit system also able to work with VaR limits, leverage limits, net asset value change limits.
DATA SOURCE MANAGEMENT
Flexible and extensible data provider model enables to incorporate multiple internal and external automated inputs with direct interfaces to web services and proprietary market data vendor APIs.
Beyond common market data the system works with fundamental or other issuer or instrument specific data sets as well.
The risk toolset offers comprehensive exposure measurement with advanced look through capability for complex assets.
The system works with a wide range of simple risk measures like, duration, convexity, beta, correlation, variance, Sharpe and Treynor ratios and also offers complex tools like VaR and Expected Shortfall with historic, parametric or Monte Carlo methods and offers back testing functionality to compare simulations to realized volatility.
The risk analysis complemented by stress testing and scenario analysis, where various price, interest rate and FX movements can be tested separately or simultaneously.
PORTFOLIO AND CLASSIFICATION
Segment portfolio components vertically or horizontally and able to create virtual portfolios to group assets by common investment objectives or control requirements.
Every asset can be assigned to simple or composite classifications to support single name and complex portfolio assets (funds, indexes).
Highly customizable valuation rules support portfolio or asset class level distinct valuations with user defined step priorities and fine grained method and procedure settings.
The valuation processes includes comprehensive cost calculation features.
The performance analysis toolset can be used to build custom benchmarks and the system can assign benchmarks to every individual asset, asset class, portfolio or strategy to provide an extensive relative performance assessment framework.
The P&L attribution analysis gives insight into performance components by breaking down the total P&L into price, income and FX effects.
The comprehensive reporting module built to handle compliance, regulatory and client reporting in one place by using internal and external data sources for the reports.
Beyond the pre-defined reports skilled users can create custom ad-hoc reports by using the built-in report builder.
Scheduled reports can be run regularly and the system able to publish or email the reports without user interaction.
Our service coverage can be tailored to the client and may include priority response times, extended availability and on site support options to align the service level with the business role of the system.