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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 vPortfolio Manager is an integrated and efficient portfolio management solution that specializes in Mortgage Backed Securities.


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