Portfolio & Risk Management System for Alternative Investments

A Fully Integrated Cross Asset SystemA Fully Integrated Cross Asset System

HedgeGuard is a secure and scalable Excel based application that allow real-time monitoring of hedge

funds trading and processing activity through integrated portfolio and risk management.

Product Coverage : 12 existing products. Product Coverage : 12 existing products. New asset classes could be easily integratedNew asset classes could be easily integrated

Equities &Funds

EquityOptions

CFDs &Stock Loans

IndexFutures

IndexOptions

BondsIR

FuturesCDS

FX Spot

FX Futures

FxOptions

Front office

Middle Office

Risk Management

Reconciliation & Reporting

STP

Trade Entry (1)Trade Entry (1)

Customized Workspaceworkspace can be personalized to maximize managers productivity. Column configurations can bechanged according to personal preference.

Trade Entry (2)Trade Entry (2)

Speed Buttons & Bulk EntrySpeed buttons and templates allow trade entry with a single Click. Trade blotters can be easily imported.

Trade Entry (3)Trade Entry (3)

Real-time updatesUsers receive alerts highlighting new trades or updated data by other users.

SimulationSimulated trades can be included within risk analysis and VaR to determine effects on the portfoliobefore they are executed

Users rights and Audit trailTo lower operational risks, users could have read/write access to certain modules. An audit trail keeps track of all updates made to a trade.

Real-Time Position & Valuation (1)Real-Time Position & Valuation (1)

Multiple customized views : The flat viewHedgeguard flat view allows sorting the portfolio for speed analysis. The personalized summary board allows the real time valuation of users risk indictaors.

Real-Time Position & Valuation (2)Real-Time Position & Valuation (2)

Multiple customized views: The Hierarchical ViewThe Hedgeguard hierachical view allows multistrategy analysis. Colors and layout are specific to each user.

Real-Time Position & Valuation (3)Real-Time Position & Valuation (3)

Custom Aggregation CriteriaManagers can view their portfolio in a 2 level custom-defined aggeragtion method. Example: Country/Sector

Real-Time Position & Valuation (4)Real-Time Position & Valuation (4)

Drill Down Capability and Information SharingManagers can click on the aggregated line items and check the details of every position. Notes and Investment reports could be attached to each position.

Real-Time Position & Valuation (5)Real-Time Position & Valuation (5)

Flexible NAV and Risk ReportingManagers can view their absolute or relative to a benchmark P&L and NAV, month to date, Year to date, Date to date. These results could be aggregated or viewed independently line by line.

Precise Real-Time NAV including:

Management fees and incentive fees calculation (different methods are possible)

Funding fees and other cash movements

Stock loan automated management and cost of borrow calculation

Subscription and redemption management

Comprehensive and flexible CFD interface allowing precise calculation of interest fees

Cash accounts, deposit and collateral account management

Risk Management (1)Risk Management (1)

Value At Risk Full computation historical simulation, handles correctly derivatives

Takes into account trades before they are executed

Contains an explanation module for full transparancy

Risk Management (2)Risk Management (2)

Stress tests Full computation simulation, handles correctly derivatives

Takes into account trades before they are executed

User defined variations applied to risk factors

Risk Management (3)Risk Management (3)

Deriatives pricing and greek analysis Pricing includes European and American options, bonds, futures and single name CDS

Users have the choice to use RT feeds or theoretical pricing

Delta, Gamma, Theta, Vega, Rho and Omicron are Real-Time computed for derivatives

Fair value and Greeks could be simulated under different market conditions

Reconcilitation and Reporting (1)Reconcilitation and Reporting (1)

User defined trade filters Speed trade search based on user defined filters Filters include position, trade date, settlement date, instrument type etc.

Reconcilitation and Reporting (2)Reconcilitation and Reporting (2)

User defined Sql Query Hedgeguard has an open database allowing users to perform queries on any stored data Queries are user defined and provide comprehensive information for VBA automated reporting

Reconcilitation and Reporting (3)Reconcilitation and Reporting (3)

End of day procedure Allows storing and retrieving market data, historical prices and positions at any date

Reconcilitation and Reporting (4)Reconcilitation and Reporting (4)

Stock reconciliation module Import prime broker and counterpart files for reconcilitaion