Avaloq Portfolio Management & Asset

BICon has successfully designed and implemented various portfolio management (PFM) and asset projects on Avaloq over the past five years.

These projects included:

PFM:

  • Definition and setup of all required objects (MAAs, SAAs, TAAs, benchmarks, indices and model portfolios) incl. Excel (XML) import
  • Restriction Management
  • Rebalancing of client portfolios with and without restrictions incl. pooling of orders (STEX and FX)
  • Performance measurement, contribution and attribution
  • Client & Investment Reporting
  • Composite Management

Asset:

  • Design object model asset
  • Evaluation and implementation of a system for master and price data
  • Multidimensional price and trading place concept
  • Bloomberg interface
  • Multidimensional fund splitting and corresponding interfaces
  • Calculation of key figures for bonds, options, futures, etc.
  • Processes and mechanisms for master data and price control
  • Processes for opening, adding, updating and closing assets

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