CORYX Investment Platform

Competent software. Competent risk management.

Compliance

n-level Asset Allocation

In C.I.P. generated asset allocations can be either static or dynamic. They have an n-level structure and can be assigned to a portfolio or a securities account – either tactically or strategically. n-level structure means that the structure may consist of multiple nodes and sub-nodes, under which again different criteria and conditions are specified. At each level some classification criteria are selected and the corresponding values are defined. In addition to the structure, individual constraints and exclusion lists can be defined.

Analysis ex ante
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There is an ex ante check for single and collective orders – the analysis before the booking of a transaction. Trading volumes are suggested or checked. The check includes several methods for liquidity and asset monitoring, and incorporates one – assigned according to the risk profile – tactical asset allocation along with the individual exclusion lists.

The asset allocation analysis is an independent function for the comprehensive or progressive investment structure adjustment. The result returns a list of concrete and executable transaction suggestions. The function is useful for rebalancing, the fully automated comparison of model portfolios to single portfolios and securities accounts, or groups thereof.

Ex post analysis
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The ex post check – the post analysis of existing portfolio or securities account structures – is equally supported by the above under ex ante analysis mentioned function asset allocation analysis. In addition, in order to detect violations quickly, the report Asset Allocation Violation verifies and documents the extent to which the specified guidelines are fulfilled.

Set up as a job, different guidelines for investment structures can be compared fully automatically. As a result, a report is generated.

Benchmarking
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Determine the alignment of the investment strategy by defining benchmarks for orientation. In C.I.P. the performance comparison of single or grouped portfolios and securities accounts, securities or indices with associated benchmarks have tabular or graphical representation.

Alerts
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Monitor loss thresholds or the compliance of your portfolios with investment strategies, price quality or rating securities change highly flexible and fully automated. In case of a deviation an alert informs immediately. Simultaneously, it generates the corresponding evaluation report(s) and sends them, if required, by e-mail.

CORYX Software GmbH
Spitalgasse 4
96450 Coburg
Germany

+49 9561 23 94 0
info@coryx.com

Last change: 19. Apr 2016 @ 8:00

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