DESIGN AND MONITOR STRUCTURED PORTFOLIOS
Diversification is a basic concept of any allocation strategy but quantifying a structured portfolio risk-reward profile is cumbersome, with Fairmat Cloud we made possible to easily test and monitor structured products portfolio allocations.
With our analytics it possible to compare several portfolio allocations before executing them but also to keep under control the actual portfolio risk reward profile by means of portfolio Greeks derivatives or market consistent VaR metrics. Generated risk metrics are also suitable for reporting and for taking rebalancing decisions if necessary.
- Support for multi-currency portfolios: products returns in different currencies are merged together and an unique risk-reward profile in the specified currency is proposed.
- Greeks derivatives (including credit delta).
- Sharpe ratio and volatility.
- Backtesting (pre-investment and remaining cash-flows backtesting analyses).
- Analyse portfolios with unlimited number of products, unlimited number of underlying, unlimited number of issuers.
- API: on-demand portfolio's assessment also available through a web service API.
Sign up now to start entering your structured portfolio strategy.