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vPortfolio 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

  • 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

MBS/ABS Administration

  • Automatic mortgage liquidation resulting from pay downs and adjustments
  • Bulk Pool purchase /sale handling
  • Supports MBS settlement dates

Trade Order Management

  • 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

Performance Engine

  • 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

  • Flexible reporting with user defined levels
  • Daily and Monthly reporting for Custodian and Investors
  • Access to historical reports

Technology Overview

  • Modular design that is flexible and scalable
  • Rapid out-of-the-box implementation