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PRODUCT - Functions



Portfolio Management

The OLYMPIC Banking System includes a dedicated front-office module for Investment and Portfolio Managers, allowing them to perform decision-making and transaction generation in an intuitive browser-based environment. As this module is a component of OLYMPIC, users of the Portfolio Management module benefit from all the operational and decision-making capabilities of the entire system, thus making it possible to achieve genuine straight-through-processing in real-time. Users have a vast range of functional capabilities at their disposal in order to leverage the bank's strategies and client transaction flows.

OLYMPIC's Portfolio Management solution offers the functionality required to enable its users to provide high added-value services to demanding clients, and user-friendly access to data and related information such as portfolio displays that the organisation can define using configurable composite screen(s).

Main features include:

  • User-friendly configuration of models, benchmarks and recommendations
  • Directly integrated to order book– data updated in real-time
  • Ease of integration with other data providers
  • Performance Calculation (TWR/MWR-IRR– gross/net of fees)
  • Performance attribution
  • Performance contribution – segmentation
  • Benchmarking (composite)
  • Restrictions and limits
  • Risk management (absolute & relative risk)
  • Risk views
  • Event-driven impact of "what if" scenarios
  • Liquidity risk scenarios
  • Stock-picking (bottom-up)
  • Portfolio alignment with strategy (top-down)
  • Portfolio valuation reporting
  • Institution-defined Asset Allocation strategies
  • Tactical allocations (Model Portfolios)
  • Client constraints and instructions
  • Portfolio classification
  • Rebalancing analysis
  • Automated order generation
  • Composite management

OLYMPIC's asset allocation definition and modelling solution manages various types of strategies: standard (1 to several axes), core/satellite, centralized. Intuitive to manage, the investment strategy allocation can be adapted to the evolution of the markets or to the Investment Committee's new requirements. As the deviation of the portfolio vs. the model (or other models for simulation purpose) is underlined, the portfolio manager can launch the rebalancing to realign the investments to the strategy.

The OLYMPIC performance analysis solution complies with CFA (i.e. AIMR) / GIPS (Global Investment Performance Standards) calculation standards.

  • Calculation method - OLYMPIC provides the TTWR and TWR modified Dietz calculation as it fulfils AIMR/SPPS requirements.
  • Calculation level - Position or client / portfolio level. Thus OLYMPIC can calculate performance for several portfolios.
  • Calculation frequency (daily, weekly, monthly, quarterly, yearly).

OLYMPIC provides the absolute / total risk (volatility), measuring the returns deviating from the average. Standard, semi and downside deviations are also available in the system. OLYMPIC also provides the relative risk of instrument returns compared to benchmark returns and risk free market returns (figures and charts). Specific information and statistics are calculated and among them are: covariance, Beta, Alpha, tracking error, so enabling active management.

PORTFOLIO MANAGEMENT ASSET ALLOCATION RISK MANAGEMENT
  • Portfolio display
  • Performance/Benchmark
  • Dynamic benchmark construction
  • Reporting
  • Asset allocation
  • Constraints and limits
  • Rebalancing analysis
  • Order generation
  • Portfolio risk management
  • Quantitative/Qualitative risk
  • ''What if' scenarios

Portfolio Management - OLYMPIC Banking System offers a dedicated front-office module for Portfolio Managers