V* Portfolio Manager

Vichara’s V* Solutions sets a new standard in high-performance computing for trading support, valuation and risk management software for the fixed income market participants.

Vichara’s V* Portfolio Manager is an integrated and efficient portfolio management solution that specializes in Mortgage Backed Securities.

Key features

Product Coverage MBS/ABS Administration
  • Fixed Income and Structured Debt
  • Full range of MBS Products support – pass-through, CMO – IO/PO, CMBS and RMBS
  • Complete TBA coverage – buy/sell, forward rolls and delivery
  • Support for associated derivatives and hedging instruments like – Swaps and Options
  • Variable and Stepped Rate user defined securities- with user specified coupon and factor schedule
  • Repos and reverse-repos
  • Automatic mortgage liquidation resulting from pay downs and adjustments
  • Bulk Pool purchase /sale handling
  • Supports MBS settlement dates
Trade Order Management Performance Engine
  • Customizable Blotters for trade tracking
  • Straight Through Processing -Trade feeds to Prime Brokers like Lehman and Citigroup, through encrypted File Transfer Protocol
  • Pseudo Trades for asset allocation between Strategies
  • Daily evaluation and hard close at any point of time
  • Calculation of returns by Fund/Strategy
  • Creation and linking of benchmarks, including custom blended formulas for pricing
Custom Reporting Technology Overview
  • Flexible reporting with user defined levels
  • Daily and Monthly reporting for Custodian and Investors
  • Access to historical reports
  • Modular design that is flexible and scalable
  • Rapid out-of-the-box implementation