release information 18 - allocare.com · rized views of their required data by means of a new...

Allocare AG Allocare AG

Kantonsstrasse 3 Gartenstrasse 32 Limited Access

CH-6246 Altishofen CH-8002 Zurich [email protected]

phone +41 62 748 65 65 phone +41 62 748 65 65 www.allocare.com

Release Information

Allocare AMS & Allocare WEB

Release 18.9

December 2018

Release Information 18.9 Limited Access 2

Copyright and Comments

Copyright and Comments

Copyright (c) 2018 by Allocare AG, Kantonsstrasse 3, CH-6246 Altishofen/Switzerland.

www.allocare.com

[email protected]

Information contained in this document was carefully written after thorough research and has been

reviewed for correctness. Nevertheless mistakes can occur. If one is encountered, we kindly request

you to report to Allocare Support for rectification. In no event Allocare AG, or any employees of

Allocare AG, shall be liable for any damages arising out of mistakes or misunderstandings con-

tained in the information of this document.

The name Allocare and the Allocare logo are trademarks of Allocare AG, Altishofen. Other hard-

ware and software product names referenced in this document are trademarks of the respective

company.

This document or any part of it is not allowed to be distributed or reproduced in any form without

the explicit consent of Allocare AG.

http://www.allocare.com/

mailto:[email protected]


Contents

Contents

1. Introduction ................................................................................................... 4

2. General ........................................................................................................... 5

3. Allocare AMS Portfolio .................................................................................. 6

3.1 Usability .......................................................................................................... 6

3.2 Method Calculations ...................................................................................... 13 3.3 Breach Management...................................................................................... 14 3.4 Trade Order Management .............................................................................. 15

4. Allocare AMS Reports ................................................................................. 16

4.1 Reporting 2.0: Usability.................................................................................. 16

4.2 Reporting 2.0: New Modules .......................................................................... 17 4.3 Other Enhancements ..................................................................................... 20

5. Allocare AMS Executive .............................................................................. 21

6. Allocare AMS Administration ...................................................................... 22

6.1 Performance Profiler ...................................................................................... 22

7. Allocare AMS Integration ............................................................................ 23

7.1 Allocare General Data Feed (GDF) ................................................................ 23

7.2 UBS Asset Link (UAL) ................................................................................... 23

7.3 Interface to SWIFT Alliance Lite ..................................................................... 23

8. Allocare WEB ............................................................................................... 24

8.1 General ......................................................................................................... 24

8.2 Portfolio Information Summary (PIS) .............................................................. 24 8.3 IBO Performance Check ................................................................................ 26

8.4 Order List ...................................................................................................... 27 8.5 Booklet Generation ........................................................................................ 27

8.6 Return Contribution Module ........................................................................... 28 8.7 Value at Risk by Historical Simulation ............................................................ 28

8.8 Miscellaneous ................................................................................................ 29

9. System Requirements ................................................................................. 30

9.1 Operating Systems ........................................................................................ 30

9.2 Database Management Systems ................................................................... 30 9.3 Web Servers .................................................................................................. 30 9.4 Web Browsers ............................................................................................... 30

9.5 Installation Requirements .............................................................................. 31

10. Overview of Available Modules ................................................................... 32

10.1 Standard Modules ......................................................................................... 32 10.2 Add-Ons ........................................................................................................ 32

10.3 Standard Interfaces ....................................................................................... 33

A. Appendix: Table of Figures ......................................................................... 34


Introduction

1. Introduction This release information describes the most important functionalities delivered by Allocare AMS

Release 18.9.

The delivery of the software releases is handled via support or project managers. For additional

information regarding functionality please contact our support:

Phone: +41 62 748 65 55

Fax: +41 62 748 65 59

Mail: [email protected]

mailto:[email protected]


General

2. General For release 18.9, we aim at improving the users’ experience with our application by enabling them

on one hand to accomplish tasks efficiently and on the other hand to be on top of their data just

with a glance of precisely designed summaries.

The ‘Usability’ project was initiated for operative efficiency and an ease in using the application

for end-users. It covers several enhancements for simplifying the user tasks e.g. a new option to

view time series directly from investment definition without having to detour over to the invest-

ment object list. A flexible order list with greater possibilities to include and arrange order data is

also a part of this project. We will continue this initiative in the coming releases based on customer

requirements.

We address the managers’ need to view an abridged version of their required data by introducing

a more specialized dashboard component ‘Portfolio Information Summary’ in Allocare WEB.

Providing information at a glance is our idea behind this new functionality. The new visualization

feature ‘Sparklines’ (introduced in both Allocare WEB and reporting) allows conveying more about

the data within a quick scan. Portfolio statistics calculations based on transaction and movements,

or custom procedures support this powerful component on the backend.

Another highlight of this release is our cooperation with IBO that lets our customers perform an

IBO performance check directly from Allocare WEB. IBO is an independent organization that of-

fers a platform for comparing and monitoring portfolios (https://www.ibo.swiss/).

Following are the most prominent developments:

Allocare AMS Portfolio

Usability: The application has been enhanced in various areas with new or supplementary op-

tions in order to improve user experience and efficiency.

Transaction Tickets: Users can print tickets for different transaction types directly from the

transaction list similar to the Trade Tickets functionality.

New Reporting 2.0 Modules: A variety of new modules are available for composing reports.

Allocare WEB

Portfolio Information Summary (PIS): Users now have the possibility to configure summa-

rized views of their required data by means of a new component in the Page Composer Toolbox.

IBO Performance Check: The IBO Performance Watcher has been integrated to the Allocare

WEB application providing clients an opportunity to compare a portfolio to a chosen level of

risk and performance.

These and several other interesting features and developments are described in the following chap-

ters.

https://www.ibo.swiss/



3. Allocare AMS Portfolio

3.1 Usability

With release 18.9, a continuing usability project has been initiated. The application is being exam-

ined for areas that can be adjusted or enhanced with a new design or supplementary options in

order to enhance user experience and efficiency. This section lists some of the changes made in

this direction:

3.1.1 Portfolio Editor

While working in a Portfolio editor, for linking new objects (e.g. accounts or legal entities) users

had to open the respective editors, create new objects and then select them for linking to the port-

folio. New options to create accounts or legal entities directly within the Portfolio editor eliminate

the unnecessary detours while working on a portfolio.

Figure 1: Add New Account from Portfolio Editor

Figure 2: Add New Legal Entity from Portfolio Editor



The Portfolio editor also has a new Operation button along the bottom edge that allows a quicker

access to various commands:

Figure 3: Operation Button in the Portfolio Editor

The Operation button is also available in the Investment and Legal Entity editors with their corre-

sponding options.



3.1.2 Portfolio List

Two new options are now available in the portfolio list context-menu for a quicker access to the

respective commands. These are:

Transaction: Shows the sub-menu with options for creating a new transaction:

Figure 4: Adding Transactions from Portfolio List

Show, Client: Opens the Client linked to the selected portfolio in the Legal Entity editor:

Figure 5: Show Client from Portfolio List



3.1.3 Linked Portfolios of a Client

The application can now provide a view of all portfolios belonging to any Client via the ‘Show

Linked Portfolios’ command in the legal entity list:

Figure 6: Show Linked Portfolios of a Client from Legal Entity List

Similarly, the Show Linked Portfolios command is also available in the Legal Entity editor via the

Operation button:

Figure 7: Show Linked Portfolios of a Client from Legal Entity Editor



3.1.4 Transaction Information

The Status tab of the Transaction editor shows the origin of a transaction e.g. the feed, interface or

the Allocare AMS module that has created or updated the transaction.

Figure 8: Transaction Information

In the example above, the transaction was loaded early morning by the GDF feed with data pro-

vided by ‘Deutsche Bank’. During the day, a manager updated it using the Transaction editor of

Allocare AMS Portfolio.

3.1.5 Navigation and Favorites

Search in Favorites

The Navigation Panel often becomes quite lengthy for users working extensively with the applica-

tion. Instead of having to locate a required item by traversing the entire tree, a simple search makes

the task easier. A new Search field is therefore introduced:

Figure 9: Search Field in Navigation Panel



Add Values Graphs to Favorites

Another development is the option to add Values Graphs to the Favorites menu. In the same manner

as for object lists, it is possible to drag a Graph Properties, Data, or Working Template node from

the Favorites onto an already opened Values Graph window.

Figure 10: Values Graphs in Favorites

Lists and Reports in Favorites

Lists can be exported and reports can be printed with options to define the necessary output param-

eters, directly from the Favorites menu. This new feature is also aimed at simplifying these fre-

quently performed user tasks with more explicit options:

Figure 11: Exporting Lists



3.1.6 General Enhancements in Lists

A couple of enhancements in lists are:

Reset Column Layout: Column layout in lists is customizable e.g. by adding, removing, or-

ganizing or renaming the columns. By means of the Reset button in the Choose Columns dialog,

all changes can now be reverted bringing the layout back to its original state (i.e. before any

change).

Count Column: For lists that support Grouping functionality, a Count column is now available

for selection from the Choose Columns dialog. This column shows the total number of objects

in each group.

Figure 12: Legal Entity List - Count Column

3.1.7 Error Details

The error message displayed in case of database diagnostic errors / warnings now contains a Details

button providing further information.

Figure 13: Error Details

Technical messages from the database may help to recognize problems (e.g. permission denied on

promoting the order).



3.2 Method Calculations

3.2.1 Enhanced Portfolio Statistics Calculations

The need to access more data in lesser time is ever growing and we constantly develop to keep up

with this need in our application. In this regard, the portfolio statistics calculations have been en-

hanced and now support calculations based on transactions and related movements data. These

flexible method definitions can be configured in the database and the related portfolio time series

can be calculated like any other portfolio statistics. Examples can be gross or net dividends, inter-

est, fees or customised cash flows (deposits, withdrawals).

In a larger context, this optimization contributes to the Portfolio Information Summary dashboard

component in Allocare WEB (see Figure 28).

3.2.2 Method Names (Edit and Search)

Method names can be edited in the Select Methods dialog with the button. The new name search

field is also added in the dialog allowing for searching methods more precisely.

Figure 14: Select Methods Dialog



3.3 Breach Management

Comments are useful information on different actions occurring during breach management. How-

ever, they are often omitted or casually entered by users due to the effort involved in writing a

descriptive text. This problem is resolved by providing predefined texts to users for selection.

Breach Comment text can be predefined in the application via the new Breach Item Comment

category in Code Values. The following image shows the new category and the Value setting for

specifying the usage. The text is defined via the Add Description dialog box.

Figure 15: Breach Item Comment in Code Values

The defined comments are available for selection accordingly. The defined Long Description ap-

pears as the comment text:

Figure 16: Breach Editor - Adding Predefined Comment Text



3.4 Trade Order Management

3.4.1 Order List

In harmony with the other lists in application, the order list is also revamped now to offer the

flexible list management options. It can display a wider variety of information that can be selected

by users from the respective portfolio, investment, account and MiFID columns in the Choose

Columns dialog:

Figure 17: Order List

3.4.2 Order Workflow

The workflow for authorization of orders can now be configured to include an additional step for

constraint checks. As opposed to authorizing orders on individual judgement only, the application

can now perform a user defined constraint check and show the results to user. These results help

user to make a more informed authorization judgement. This functionality is developed as a cus-

tomer-specific stored procedure and can be requested via Allocare Support.


Allocare AMS Reports

4. Allocare AMS Reports Topics in this section are superscripted signaling the appropriate license requirements:

(*) applicable when Reporting 2.0 – Customization is licensed.

(**) applicable when Reporting 2.0 – Composer is licensed.

4.1 Reporting 2.0: Usability

4.1.1 Report Composer - Designer**

The Report Composer has been modified for a better usability with the aim to make user tasks

simpler and more intuitive.

Figure 18: Report Composer

The Properties window (along the right edge) now shows only the settings relevant to a selected

object instead of all available settings.

4.1.2 Style Sheet Editor*

A new option ‘Replace Fonts’ offers a quick and simpler way to specify a Font Type and Size:

Figure 19: Replace Fonts



4.2 Reporting 2.0: New Modules

4.2.1 Overview Asset Allocation**

The new Overview Asset Allocation module allows selecting attributes for rows and columns in-

dividually and presents them in a matrix form. Attributes for up to three grouping levels in rows

can be selected from the following methods:

Value

Market Value

Accrued Interest (AI)

Acquisition Value (AV)

Economic Exposure (Eco Exp)

Forward Exposure (Fwd Exp)

4.2.2 Assets by… **

A new more flexible Assets by… module is available that offers a wider array of column definition

options. For example, a ‘merge’ option to combine multi-line column values.

Note: The new component replaces the older ‘Assets by...’ version (CMOD-AA-001).

4.2.3 Performance by Category**

With the new time series-based Performance by Category module; a multi-level performance eval-

uation is now available. The report is in a tabular form.

Methods available for column selection are:

Portfolio Value (Pfo Value, Pfo Value %)

Average Invested Capital (Avg Inv Cap %)

Money Weighted Return (MWR, MWR Capital, MWR Income)

Time Weighted Return (TWR, TWR Local, TWR Ccy, TWR Contrib Total, TWR Contrib Ccy,

TWR Contrib Local, and TWR Total Contrib)

The selected methods can be displayed either as values (numeric) or as sparklines (graphic):

Figure 20: Performance by Category



4.2.4 Relative Attribution

Relative Attribution is a new module consisting of the following components:

Relative Attribution**: A tabular display of attribution effects according to gross performance

including disclosure of management fees and net performance.

Relative Attribution - Effects by Category (Graph)**: A graphical display of attribution ef-

fects per category.

Relative Attribution - Overview of Effects (Graph)**: A graphical display of an overview of

the attribution effects.

Figure 21: Relative Attribution



4.2.5 Transaction Journal**

Transaction Journal is also available as a flexible module for designing reports. In this new module,

individual columns can be selected and customized e.g. by using the ‘merge’ option to combine

multi-line column values.

Figure 22: Transaction Journal

Notice Trade Date and Value Date shown together in a single column (merged) in the report sample

above.

4.2.6 New Composition Layouts*/**

Various new report layouts have been added to the design palette. The complete collection of lay-

outs is shown below:

Figure 23: Composition Layouts



4.3 Other Enhancements

4.3.1 Transaction Ticket

Similar to Trade Tickets, users can print several other transaction types directly from the transac-

tion list. These are:

Account Transaction

Cash Dividend

Corporate Action

Delivery

Earned Investment

Interest

Maturity

Money Market

Figure 24: Transaction Ticket (Interest)

4.3.2 Order Ticket

Additional comments ‘Warning’ and ‘System’ (if available) will be displayed on the order ticket

if the option ‘Internal’ is selected.


Allocare AMS Executive

5. Allocare AMS Executive

5.1.1 Model / Benchmark Calculation

When using hierarchies of model, benchmark or basket portfolios (e.g. benchmark on benchmark)

in the Portfolio Construction Editor the lower level portfolios can only be changed by undoing and

recalculating the upper level portfolios manually. These manual steps can now be automated using

Allocare AMS Executive that resolves such dependencies and applies the necessary steps in the

correct order.

Please refer to the Allocare AMS Executive User Manual for details on the commands involved in

this calculation.

5.1.2 Ticket Print Job

Transaction and Order Tickets can now be printed automatically from Allocare AMS Executive.

Please refer to the Allocare AMS Executive User Manual for details.


Allocare AMS Administration

6. Allocare AMS Administration

6.1 Performance Profiler

The Performance Profiler can be enabled during database setup with the new button in the Database

Setup Wizard.

Figure 25: Database Setup Wizard - Performance Profiler

The Performance Profiler has been available in the application for some years accessible via the

Help menu in Allocare AMS Portfolio until now. It allows users to examine the performance of

various application operations by profiling the respective processes.


Allocare AMS Integration

7. Allocare AMS Integration

7.1 Allocare General Data Feed (GDF)

Version 6.6 for Allocare GDF is available with the 18.9 release. P11 (transaction) files offer the

following new capabilities with this version:

Definition of additional references for transactions (identifiers)

Export of customer specific transaction fields

Note: A variable number of these data fields is allowed (i.e. the expected number of identifier or

custom fields in the data is not needed).

7.2 UBS Asset Link (UAL)

SWIFT: The SWIFT Parser now supports the November 2018 UAL Promote / SSR.

UNIX Support: The UAL interface can process files in the UNIX format.

7.3 Interface to SWIFT Alliance Lite

An interface to the SWIFT Alliance Lite gateway has been developed. SWIFT ISO20022 messages

are transported bi-directionally. Other ISO20022 business cases can be developed on request.

Note: A separate license for SWIFT Alliance Lite gateway is required.


Allocare WEB

8. Allocare WEB

8.1 General

Allocare WEB primarily focuses on providing needed information in an efficient and presentable

display. With the new Portfolio Information Summary component, users are now offered the pos-

sibility to configure summarized views of their required data supported. Additionally, the IBO

Performance Check is a new feature to check performance figures in comparison with IBO calcu-

lations.

8.2 Portfolio Information Summary (PIS)

To present necessary portfolio information at a glance, the Page Composer Toolbox now includes

the Portfolio Information Summary (PIS) dashboard component. This specialized component var-

ies from the existing collection as it allows selecting the columns for display instead of a predefined

set of columns. The following column selections are available:

Time Series: Displays values directly from the selected time series.

Sparklines: Displays time series values graphically as Sparklines. Sparklines are small-sized

charts that fit in line with the row structure.

Constraints: Displays results from the constraint statistics linked to the portfolio.

Time Series Combined: Combines values from the selected Time Series columns and displays

the combination in a separate column. A combined column can also be combined further to

form a nested combination (see Figure 27).

The following image shows these column selections in the PIS component (with the Times Series

and Time Series Combined options highlighted):

Figure 26: Portfolio Information Summary (PIS) Dashboard Component


Allocare WEB

A Preview of Portfolio Information Summary is shown below for further clarity:

Figure 27: Portfolio Information Summary (PIS)

In this figure, the Value, Inflow and Outflow columns are Time Series values. The Customer Flows

column is a combination of the Inflow and Outflow columns. The In % of Value column shows the

Customer Flows in percent of Value (nested combination). The TWR History column shows TWR

values as Sparklines. Lastly, the Constraints column shows results from the linked constraint sta-

tistics.

Moreover, the Portfolio Information Summary component can also be configured for presenting

enhanced portfolio statistics based on the transaction / movement data (see section 3.2.1):

Figure 28: Portfolio Information Summary (PIS) with Enhanced Portfolio Statistics

In this figure, the PM Fees column is a sum of all management fees transactions and the Fees/Taxes

column is a sum of all trade fees and taxes. The Div. Net and Div. Gross columns are respectively

the Net and Gross amounts of dividend transactions for the period.


Allocare WEB

8.3 IBO Performance Check

IBO is an independent organization that offers platforms for comparing and monitoring portfolios

(www.ibo.swiss). The Performance Watcher is one such tool from IBO that compares a portfolio

to other ‘real’ portfolios from peers and provides a performance assessment.

Allocare Web offers an integration to the Performance Watcher providing our clients an oppor-

tunity to assess their portfolios in comparison to the standards.

Figure 29: Allocare WEB - IBO Performance Check

As a result, the following PDF is downloaded from Performance Watcher:

Figure 30: An IBO Comparison Report

http://www.ibo.swiss/


Allocare WEB

8.4 Order List

The developments described in section 3.4.1 Order List are also applicable to order list in Allocare

WEB. The column selection now includes a wider variety of information to select from, and there-

fore makes the list more flexible for users to configure as per their needs:

Figure 31: Order List in Allocare WEB

8.5 Booklet Generation

Custom Titles for Pages

Custom titles can be added for booklet pages. These are helpful in differentiating the same page

added twice to a booklet with different settings.

Figure 32: Custom Booklet Page Titles

Booklet Structure

Booklets can now be generated with the Evolution Tree and the Cash Tree pages.

Figure 33: New Booklet Structure Options


Allocare WEB

8.6 Return Contribution Module

In the Return Contribution module, users can now select different modes (Return, Gain/Loss or

Avg Inv Cap) for contribution calculation:

Figure 34: Return Contribution by Return, Gain / Loss, and Avg Inv Cap

8.7 Value at Risk by Historical Simulation

Value at Risk can be evaluated using the HS Normal and the HS Empiric distributions in addition

to the other existing options.

Figure 35: VaR HS Normal Calculation

It is important to note that the ‘subportfolio’ time series (Pattern = (all)) is used for this calculation:

Figure 36: VaR HS in Time Series Editor


Allocare WEB

8.8 Miscellaneous

8.8.1 Searching Orders and Transactions within Working Lists

The order and transaction search pages will naturally take longer times to load when the search is

being executed for the entire number of order or transaction instances in the database. Specifying

a universe of interesting portfolios to search within can improve the load times considerably. In

addition, it makes the search results much more relevant. This is now possible by simply selecting

a working list on the respective search pages.

Figure 37: Search Orders within Working List

8.8.2 Supported Browser Versions

Traditionally, the Allocare WEB application upon launch verified the supported browser versions

with the latest available versions and displayed a warning upon mismatch. However, as browser

updates come regularly and are generally trivial, the browsers are now verified only for the mini-

mum supported versions.


System Requirements

9. System Requirements

9.1 Operating Systems

Allocare AMS Release 18.9 supports the following operating systems for workstations:

Windows 10

Windows 8 and Windows 8.1

Windows 7 (Service Pack 1)

Allocare AMS Release 18.9 supports the following server operating systems running Microsoft

SQL Server or Internet Information Services:

Windows Server 2016

Windows Server 2012 and Windows Server 2012 R2

Windows Server 2008 R2 (Service Pack 1 required for SQL Server installation)

9.2 Database Management Systems

Allocare AMS Release 18.9 supports the following database management systems:

Microsoft SQL Server 2016 (Service Pack 1)



SQL Server Native Client 10.0 and 11.0

9.3 Web Servers

Allocare WEB Release 18.9 will run on Microsoft IIS 7.0 up to 10.0.

ASP.NET 4.5 (Microsoft .NET Framework 4.5 is required).

9.4 Web Browsers

Allocare WEB Release 18.9 supports the following web browsers1:

Microsoft Internet Explorer - version 8

Microsoft Edge (Windows 10) - version 12

Firefox - version 25

Chrome - version 37

Safari 11 on Macintosh - version 8

1 Only the minimum supported versions noted here.


System Requirements

9.5 Installation Requirements

The following information is for people responsible for the installation of the Allocare AMS ap-

plication.

9.5.1 Microsoft Visual C++ Redistributable

A required prerequisite to run the Allocare AMS application suite is Microsoft Visual C++ 2017

Redistributable – 14.12.2581.0 which must be available on a client machine.

It will be automatically installed when using the Setup executable provided on the installation CD.

When the Setup executable is not used the redistributable has to be installed manually or the files

have to be copied from the CD.

9.5.2 Universal C Runtime

A second required prerequisite is the Update for Universal C Runtime in Windows (KB2999226).

Microsoft Visual C++ Redistributable installation also includes this update and therefore no fur-

ther installation step is required.

When Allocare AMS is installed by copying all files from the installation CD, this update must be

installed on the system manually (if not already installed by the Windows Update).


Overview of Available Modules

10. Overview of Available Modules

10.1 Standard Modules

Module Description

Standing Data Various editors and lists for maintaining the standing data neces-

sary for asset management.

Portfolio Analysis Analysis Tree and Matrix for analyzing portfolio figures under

different scenarios, constraints, events and more.

Transaction Management Transaction management features for a multitude of transaction

types.

Performance Measurement A vast array of methods for measuring portfolio returns.

Constraints Setup of constraints and monitoring portfolios.

Standard reports Approximately 30 standard reports covering the basic require-

ments for portfolio management reporting.

Administration An administration tool for managing users, groups and other se-

curity features.

Executive A batch tool for automated calculations.

Integration A tool for the import / export of feed data.

Info A communication tool enabling exchange of messages between

the users / groups of the same database.

10.2 Add-Ons

Module Description

TOM Trade Order Management.

FPV / TSS Flexible Portfolio Valuation / Time Series Schema.

Value at Risk (VaR) Value at Risk Analysis (historic, Monte Carlo, RiskMetrics) .

Scenario/ Stress Testing Scenario and Stress Testing Analysis.

RTV Real Time Valuation (prices, FX).

FIA Fixed Income Attribution.

MFC Management and Performance Fee Calculation.

TCC Transaction Cost Calculation (includes Actual/Target Cost Analy-

sis).

GIPS Composite Management.

BRM Breach Management.

Legal Constraintsa) Legal/Regulatory Constraints for funds.

Constraint Versioning and

4-Eyes-Principle

Managing constraint changes.

Corporate Actions Automated processing of corporate actions.


Overview of Available Modules

Module Description

Allocare WEB Web based solution for investors and asset owners to analyze

portfolios anytime and anywhere.

Tax Reportinga) Tax Reporting for several countries.

Customized a)

Reporting

Customized reporting in your look & feel based on individual re-

quirements.

MiFID Transaction

Reporting

MiFID II / MiFIR data setup and transaction reporting.

Reporting 2.0 Report customization, composition and design / development

modules

10.3 Standard Interfaces

Module Description

Allocare GDF Allocare General Data Feed (GDF) is a standard interface to im-

port data and export data from an Allocare AMS Database.

Market Dataa) Interfaces to market data providers (e.g. SIX Financial Infor-

mation, Bloomberg)

Custodiansa) Interfaces to more than ten custodians (e.g. State Street, UBS,

Pictet, …) in multiple booking centers

Ordersa) Interfaces to Brokers/Trading platforms (e.g. Bloomberg TSOX /

EMSX)

Settlement

Instructions

Instructions for custodians and brokers

Core Applicationsa) Interfaces to Core Banking (e.g. Avaloq) or Investment and Fund

Accounting Systems (e.g. GP3, SAP)

a) Please contact Allocare Support for latest information on coverage.


Appendix: Table of Figures

A. Appendix: Table of Figures

Figure 1: Add New Account from Portfolio Editor ..................................................................... 6 Figure 2: Add New Legal Entity from Portfolio Editor ............................................................... 6 Figure 3: Operation Button in the Portfolio Editor ..................................................................... 7 Figure 4: Adding Transactions from Portfolio List ..................................................................... 8 Figure 5: Show Client from Portfolio List .................................................................................. 8

Figure 6: Show Linked Portfolios of a Client from Legal Entity List .......................................... 9 Figure 7: Show Linked Portfolios of a Client from Legal Entity Editor ...................................... 9 Figure 8: Transaction Information ........................................................................................... 10 Figure 9: Search Field in Navigation Panel ............................................................................ 10 Figure 10: Values Graphs in Favorites ................................................................................... 11

Figure 11: Exporting Lists ....................................................................................................... 11

Figure 12: Legal Entity List - Count Column ........................................................................... 12

Figure 13: Error Details ........................................................................................................... 12 Figure 14: Select Methods Dialog ........................................................................................... 13 Figure 15: Breach Item Comment in Code Values ................................................................. 14 Figure 16: Breach Editor - Adding Predefined Comment Text ............................................... 14

Figure 17: Order List ............................................................................................................... 15 Figure 18: Report Composer .................................................................................................. 16 Figure 19: Replace Fonts ....................................................................................................... 16

Figure 20: Performance by Category...................................................................................... 17 Figure 21: Relative Attribution ................................................................................................ 18

Figure 22: Transaction Journal ............................................................................................... 19 Figure 23: Composition Layouts ............................................................................................. 19 Figure 24: Transaction Ticket (Interest) .................................................................................. 20

Figure 25: Database Setup Wizard - Performance Profiler .................................................... 22

Figure 26: Portfolio Information Summary (PIS) Dashboard Component .............................. 24 Figure 27: Portfolio Information Summary (PIS) ..................................................................... 25 Figure 28: Portfolio Information Summary (PIS) with Enhanced Portfolio Statistics .............. 25

Figure 29: Allocare WEB - IBO Performance Check .............................................................. 26 Figure 30: An IBO Comparison Report ................................................................................... 26

Figure 31: Order List in Allocare WEB .................................................................................... 27 Figure 32: Custom Booklet Page Titles .................................................................................. 27 Figure 33: New Booklet Structure Options ............................................................................. 27

Figure 34: Return Contribution by Return, Gain / Loss, and Avg Inv Cap.............................. 28 Figure 35: VaR HS Normal Calculation .................................................................................. 28

Figure 36: VaR HS in Time Series Editor ............................................................................... 28 Figure 37: Search Orders within Working List ........................................................................ 29

release information 18 - allocare.com · rized views of their required data by means of a new...

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