Compass Pms Functional Overview July2008

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Compass Pms Functional Overview July2008

  1. 1. FUNCTIONAL OVERVIEW ON Compass Portfolio + Distributed & Powered by
  2. 2. Short Tem Papers Equity Order Simulation Execution / Placement P r o c e s s Limits Positions Cash Positions Simulation Results Limits Positions Cash Positions Order Approval Confirmation Of trades Transform Deal Long Term Papers PORTFOLIO+ Components – Order Management
  3. 3. Auto – transformation Decision Support Revaluation & Accruals Performance & Analytics Approval & Settlement Interfaces P r o c e s s Accounting Transactions Data Feed Products/ Policies Cash Flows Integrated Database Counterparty Configuration Setup Portfolio Hierarchy BizRules & Rates Positions Short Tem Papers Equity Long Term Papers PORTFOLIO+ Components – Order Management Credit Management Market Risk Management Strategic Reporting Client Reporting Cash Position & Forecast
  4. 4. Money Market Equity Long Term Paper Short Term Paper Forex Commodity Deal Input Credit Management Market Risk Management Strategic Reporting Statutory Reporting Cash Position & Forecast Decision Support Revaluation & Accruals Performance & Analytics Approval & Settlement Interfaces P r o c e s s Accounting Transactions Data Feed Products/ Policies Cash Flows Integrated Database Counterparty Configuration Setup Portfolio + Hierarchy BizRules & Rates Positions Portfolio + Components
  5. 5. <ul><li>Comprehensive Coverage of Financial Products </li></ul><ul><ul><li>Multi-Products </li></ul></ul><ul><ul><li>Multi-Currencies </li></ul></ul><ul><ul><li>World wide holiday & weekend tracking </li></ul></ul><ul><li>Portfolio Hierarchy </li></ul><ul><ul><li>User defined Consolidation </li></ul></ul><ul><ul><li>Multi-Business Units </li></ul></ul><ul><ul><li>Multi-Bank Accounts </li></ul></ul><ul><ul><li>Multi-Depository Accounts </li></ul></ul><ul><li>Fees Module </li></ul><ul><li>Financial Calculators </li></ul><ul><li>System Security & Audit Trail </li></ul>Overview Portfolio + Highlights
  6. 6. <ul><li>Money Market </li></ul><ul><ul><li>User defined biz rules </li></ul></ul><ul><ul><ul><li>eg Day Count Basis, Date Convention, Dividend / profit frequency </li></ul></ul></ul><ul><ul><li>Dividend & maturity cashflow schedules </li></ul></ul><ul><ul><li>Floating rate resetting </li></ul></ul><ul><ul><li>Profit sharing ratio </li></ul></ul><ul><ul><li>Revaluation & accounting rules </li></ul></ul><ul><li>Government Bonds, Private Debt Securities (Sukuk) </li></ul><ul><ul><li>User defined biz rules </li></ul></ul><ul><ul><ul><li>eg Day Count Basis, Date Convention, Dividend frequency </li></ul></ul></ul><ul><ul><li>Dividend & maturity cashflow schedules </li></ul></ul><ul><ul><li>Floating rate resetting </li></ul></ul><ul><ul><li>Price / Yield To Maturity Calculation </li></ul></ul><ul><ul><li>Risk Statistics calculation </li></ul></ul><ul><ul><li>Revaluation & accounting rules </li></ul></ul>Overview Portfolio + Highlights
  7. 7. <ul><li>Equity </li></ul><ul><ul><li>User defined costing methods - LIFO, FIFO & Average </li></ul></ul><ul><ul><li>Comprehensive Corporate Events handling </li></ul></ul><ul><ul><li>Contra Sales & Rebate handling </li></ul></ul><ul><ul><li>Block Trade & Allocation </li></ul></ul><ul><ul><li>Risk Statistics </li></ul></ul><ul><ul><li>Revaluation and accounting rules </li></ul></ul><ul><li>Foreign Exchange </li></ul><ul><ul><li>Outright </li></ul></ul><ul><ul><li>Swap </li></ul></ul><ul><ul><li>Spot </li></ul></ul><ul><ul><li>Forward </li></ul></ul><ul><ul><li>Revaluation and accounting rules </li></ul></ul>Overview Portfolio + Highlights
  8. 8. <ul><li>User Profile </li></ul><ul><ul><li>define & control user environment </li></ul></ul><ul><ul><li>define user type dealer or non-dealer </li></ul></ul><ul><ul><li>define market types which the user is allowed to trade, access, modify </li></ul></ul><ul><ul><li>define portfolio(s) which the user is allowed to trade, access, modify </li></ul></ul><ul><li>Access Security </li></ul><ul><ul><li>define & control menu access for each user class </li></ul></ul><ul><ul><li>define & control violation access e.g no of invalid logon attempts, password expiry, account locking </li></ul></ul><ul><li>Audit Trail </li></ul><ul><ul><li>define information to be audited </li></ul></ul><ul><ul><li>tracks values before and after change, date & time stamp, user id and workstation </li></ul></ul><ul><li>Reporting </li></ul>Overview PORTFOLIO+ Highlights
  9. 9. <ul><li>Architecture & Design </li></ul><ul><ul><li>C ommon O bject M odel Technology </li></ul></ul><ul><ul><li>Microsoft Visual Studio toolsets e.g Visual Basic , C++, etc. </li></ul></ul><ul><ul><li>flexibility to deploy COM objects, depending on environment </li></ul></ul><ul><ul><li>components may be re-packaged as two tier, multi-tier deployment </li></ul></ul><ul><li>Platform </li></ul><ul><ul><li>Servers on Unix, Windows NT, 2000 Operating Systems </li></ul></ul><ul><ul><li>Workstations on Windows 98, NT, Millenium Edition </li></ul></ul><ul><ul><li>Microsoft SQL Server 7 & 2000, Oracle 8.x </li></ul></ul><ul><ul><li>Seagate Crystal Report Writer </li></ul></ul><ul><ul><li>Cognos, BrioQuery Reporting & Analysis tools </li></ul></ul>Environment PORTFOLIO+ Highlights
  10. 10. Portfolios Corporate & Private Clients Funds Level 1 Consolidation for Level 2 Level 2 Consolidation for Level 3 Level 3 Dealing Portfolios Level 4 Level 5 UNIT TRUST Funds ISLAMIC Funds BOND Funds Hassan Nassir Jeff Wai Mei AMAL PETRONAS SHELL MAA TAKAFUL Ali Private Clients Corporates Asset Managers
  11. 11. DEAL INPUT FRONT OFFICE Passed <ul><li>Deal Details </li></ul><ul><li>Facility Balance </li></ul><ul><li>Positions </li></ul><ul><li>Cash flow Projection </li></ul><ul><li>Bank Balance Projection </li></ul>SETTLEMENT <ul><li>Dividend/Profit Accrual </li></ul><ul><li>Revaluation </li></ul><ul><li>Accounting Entries </li></ul><ul><li>Bank Balance </li></ul>DAY END ALLOCATION MIDDLE OFFICE Passed APPROVED BACK OFFICE Yes Failed VALIDITY CHECK <ul><li>Facility Limits </li></ul><ul><li>Maximum Tenor </li></ul><ul><li>Dates Validity </li></ul><ul><li>Financial Data Validity </li></ul>PORTFOLIO+ ~ Process Flow Information & Reports Retrieved on-line
  12. 12. Accounting Operation Reports Internal Controls Interface Risk Management Confirm/Settle letters PORTFOLIO+ ~ Post-transaction
  13. 13. <ul><li>Off - balance sheet </li></ul><ul><ul><li>Asset Contingency </li></ul></ul><ul><ul><li>Liability Contingency </li></ul></ul><ul><li>On - balance sheet </li></ul><ul><ul><li>Asset </li></ul></ul><ul><ul><li>Liability </li></ul></ul><ul><li>Profit/Loss </li></ul><ul><ul><li>Income </li></ul></ul><ul><ul><li>Expense </li></ul></ul>Accounting (by categories)
  14. 14. <ul><li>Price risk </li></ul><ul><li>Foreign exchange risk </li></ul><ul><li>Liquidity risk </li></ul><ul><li>Funding risk </li></ul><ul><li>Credit / Counterparty risk </li></ul><ul><li>Mandate Compliance </li></ul>Risk Management
  15. 15. Internal Controls & Confirm / Settle letters <ul><li>OPERATIONAL RISKS </li></ul><ul><li>User authority </li></ul><ul><li>User access </li></ul><ul><li>Segregation of duty </li></ul><ul><li>Database integrity </li></ul><ul><li>Avoidance of calculation error </li></ul><ul><li>Password security (encryption) </li></ul><ul><li>Audit trail of financial and non-financial data </li></ul><ul><li>Ability to link to email system </li></ul>
  16. 16. <ul><li>General Ledger </li></ul><ul><li>Account payable/ receivable </li></ul><ul><li>Spreadsheets </li></ul><ul><li>DataFeed from Reuters, Bloomberg </li></ul>Interface
  17. 17. <ul><li>User can only retrieve information from authorised business entity. </li></ul><ul><li>In standard reports, user provided options to filter information : </li></ul><ul><ul><li>business units </li></ul></ul><ul><ul><li>date range </li></ul></ul><ul><ul><li>product </li></ul></ul><ul><ul><li>currency </li></ul></ul><ul><ul><li>user defined codes e.g. industry type, client type </li></ul></ul><ul><ul><li>transaction type </li></ul></ul><ul><ul><li>internal vs external counterparty </li></ul></ul><ul><ul><li>counterparty </li></ul></ul>Operations report
  18. 18. END OF FUNCTIONAL OVERVIEW SLIDESHOW ON Compass Portfolio + Distributed & Powered by

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