BICon designed and parameterised the Investment Performance Framework on Avaloq at eight banks in four countries.
In these projects, in addition to the classic performance calculation (TWR/MWR) at all levels (by parameterization of the corresponding performance cash flows), different further requirements were implemented.
Whether it is the determination of absolute realized and unrealized gains/losses, costs and revenues to explain the period profit/loss or the percentage contribution and attribution of the relative success.
Furthermore, in 2018, BICon designed and implemented, for example, the annual MiFID II ex-post reporting based on the Investment Performance Ruleset.
We also designed and implemented MiFID II loss thresholds at several banks.
We Think, Breath & Live Performance
If you are interested, we would be happy to discuss this with you: E-Mail