definio reply offering
TRANSCRIPT
Definio Reply Offering
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The Offer
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DEFINIO REPLY
FINANCIAL PLATFORM
Product and Solutions as a Service
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Definio Reply – Financial Platform
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Risk Management
Analysis & Reporting
PerformanceManagement
Portfolio Management
Definio Reply – Features
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• Investment policy
• Investment Horizon
• Identification of the
strategic allocation of the
portfolio, consistent with
the characteristics and
needs of the client
• Continual
measurement of
investment indicators
• Adequacy and
Assessment
• Alarms and warnings
• Actions
• The client's portfolio is
measured
• Risk policy check and ‘what if’
simulation
• If necessary, portfolio
reallocation to fulfill the
expected conditions
Definio Reply for Wealth Management
Monitoring ReallocationPropositionClient Profiling
• Questionnaire and risk
profiling
• Definition of the client’s
risk profile, goals and
investment horizon
Analysis & Reporting
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Data as a Service Software as a Service
Risk
Engine
Performance
Engine
Definio Data Layer
Pricing
Engine
Portfolio
Engine
Financial Indicators - Measures
Analysis & Reporting
Definio Financial Planner
Portfolio Management & Asset Breakdown
Scenario
Engine
Definio – Service Architecture
Definio Connectors Market Data
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Definio – Performance Analysis
The core of the module is based on the analysis of
daily portfolio’s returns and, if available, on the
comparison with the benchmark.
Consideration of trading operations enables
the computation of MW returns and also the
computation of separated gross and net indicators.
The analysis at aggregate level and the analysis of
active return allow a precise interpretation of TR
indicator and the evaluation of deviations
from the benchmark.
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Definio – Risk Analysis
Definio’s focus is the portfolio’s analysis.
Many risk indicators are calculated and
available on historical basis.
The DataBase structure enables the comparison of
portfolios over one or many measures in order to
make queues analysis fast and easy.
It is also possible to analyse the single security risk
in order to better understand the global portfolio risk
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Definio – Integrated Analysis
The integrated Database where risk and performance
measures are available at the same time, make the set
of possible analysis very large.
It is possible to analyse the realised performance vs.
risk assumed.
It is possible to monitorise the level of still available
risk budget using short horizon risk measure
as management driver.
It is possible to achieve specific portfolio’s analysis and
high quality report.
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Definio – reporting
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DEFINIO REPLY PRICING SERVICEProduct and Solutions as a Service
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Independent
Valuation
Definio Reply Pricing Service is an independent source of Fair Value calculation for Financial Instruments
with high complexity concerning either financial engineering of the asset (Structured Instruments - Exotic
Derivatives) and market illiquidity which avoid to get a Fair Market price
High Quality
Financial Engineering
Definio Reply Pricing Service allows you pricing instruments with the most advanced methodologies,
being aligned with Best Practice on the market and valuating structured products with the financial
unbundling approach which provides valuation for all components also implicit derivatives; as regulators
ask for.
Monitoring & Control
Definio Reply Pricing Service allows to trace every step in the process of Pricing , enabling you to
recalculate even at past date and under same or different conditions in order to control the Pricing
function and respect compliance requirements.
Transparency
Definio Reply Pricing Service delivers all theoretical models and structured products unbundling.
Thanks to advanced technology is able to delivers timely and constantly updated information on the
market data side, assisting you in your process of control
FlexibilityDefinio Reply Pricing Service can be activated with configuration depending on different business area,
but enabling data, and computing centralization
KEY FEATURES KEY BENEFITS
Definio Reply Pricing Service
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The Offer of Definio Reply Pricing Service
Your Service
Execution Mode
Market-Data ModelingOptions
MarkToModel-MarkToMarket
Options
Definio Reply Pricing Service is a 3Dimensional Service enabling you to choose different
configuration levels concerning three key aspects of the Valuation Process :
1. Execution Mode: defines the frequency of enquiries to the service and the user-interface
to provide and get data
2. MarkToModel-MarkToMarket Option: allows the introduction of calibration parameters in
the MarkToModel
3. Market-Data Model Options: defines the Data Model for Market Data to be used in
Pricing and which maintenance is provided by the Service
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Definio Reply Pricing Service: What we do for You
PricingMarket-DataAssets Data
The Service
• Collect Market Data from Info
Providers consistently with your
Market Data Modeling Option.
• Provides independent Fixing and
Volatilities Data.
• Does a constant monitoring of
Valuation Criteria
The Service
• Has Multiple channels for
acquisition of enquiries.
• Collect Standing Info from
External Info Provider
• Provides Financial
unbundling for structured
products
• The Service
Calculate Fair Value for single
assets and implicit derivatives
components in respect of your
own Execution Mode Option.
• Produce standard output:
• Clean Price
• But can also produce:
• Accrued Interest
• Dirty Price
• Exercise Probability for
Implicit Derivatives
(Regulators requirement)
• Greeks
• Detailed reports for Assets Fair Value
• Detailed reports for Market Data involved in Pricing process
• Sophisticated reporting system for Market Data and Assets Fair Value Monitoring and Control
Analysis & Reporting
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A dedicated team with many years of experience in Asset Valuation able
to provide you with:
–Skills on analytics and exotic options modeling
–Skills on financial engineering
–Expertise in Market-Data
Easy access to best Market Data in order to add accuracy in the
Valuation
High Transparency in the Fair Value process
Timely answer to market challenges
High reliability of the Pricing Engine
Constant alignment to Best Practice
The value of outsourcing with Definio Reply Pricing Service
