BICon designed and parameterised the Investment Performance Framework on Avaloq at eight banks in four countries.
In these projects, in addition to classic net/gross performance calculations (TWR/MWR) at all levels, achieved by parameterizing the relevant performance cash flows, various additional requirements were implemented.
Whether it was the determination of absolute realized and unrealized gains/losses, costs and income to explain the period profit/loss, or the percentage contribution and attribution of relative performance.
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
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