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
|
