SUPPORTED FUNCTIONS
Designed for depth. Built for flexibility.
Power every level of analysis—no matter how complex—with a vast library of standard and custom-built functions. Configure existing ones or create your own through an intuitive formula builder, combining elements to define thousands of tailored calculations without losing clarity or control.
Why it works for you:
- Full transparency: No black box. Every function is documented, and custom ones can be described directly by users.
- Operational consistency: All teams rely on the same logic, ensuring coherent results across your entire organization.
- User-led structuring: You decide how functions are organized, grouped, and deployed.
- Ready-to-use library: A set of preconfigured functions speeds up onboarding and ensures quick access to common calculations.
- Unmatched adaptability: Apply any functions to any level of aggregation or grouping—portfolios, mandates, regions, or custom views.
We don’t just crunch numbers—we make them resonate.
CORE ANALYTICS FUNCTIONS
All the transversal functions you need to calculate, analyze, and compare portfolios across multiple dimensions.
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HOLDINGS AND VALUATION
Retrieve positions and valuations exactly as you need them—any date, any format, with full flexibility. These functions form the foundation for allocation calculations and adapt to your specific methodology.
Your configuration options include:
- Start or end-of-period valuation
- Inclusion or exclusion of accrued interest
- Calculation in any currency
- Look-through across fund structures
- Position reconstruction from transactions or use of imported positions
- Value, exposure, or percentage view for allocation analysis
- Choice of data source or market provider
All individual valuation components—prices, FX rates, accrued interest—are available, giving you complete control and transparency over how valuations are built.
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FINANCIAL INDICATORS
Store and manage an unlimited range of financial data, including ratings, with full flexibility. Easily extract, consolidate, and integrate it into your analyses. Data is automatically filtered for each position at every calculation date, with powerful options to aggregate at any level—sum, weighted sum, or others—and calculate contributions for any scope.
Examples of available indicators include:
- Key fixed-income metrics (Duration YTM, Yield to Best, Yield to Worst, Modified Duration, Spread, ...)
- Market capitalization
- Derivatives metrics (Beta, Vega, Kappa, ...)
- Liquidity measures
- All data related to funds
- And more...
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DESCRIPTIVE DATA
Access all descriptive data stored in the solution and use it directly in your financial analysis. Retrieve attributes from multiple sources, including:
- Portfolio characteristics
- Business account characteristics
- Security characteristics
- Issuer data (parent and ultimate)
- Transaction details
- Fund data
With this breadth of coverage, you can leverage every relevant attribute for reporting, analysis, or integration into other processes.
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PERFORMANCE
Access all the indicators you need to measure performance—whether in absolute terms (P&L) or relative terms (returns). Choose from multiple methodologies to match your portfolios, strategies, and instruments.
Your calculation options include:
- Global or detailed results, using any aggregation criteria
- Gross or net performance
- Chained over any period
- Methods for specific instruments such as bonds
- Dedicated logic for derivatives and OTC products
- Benchmark returns evolving over the selected calculation period
With this flexibility, you can measure, compare, and report performance in a way that fully aligns with your investment approach.
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ACCOUNTING
With a fully integrated accounting module, access all data and calculation functions for accounting as easily as any other function type. Easily configure standard accounting reports (journal, general ledger, inventory) and produce regulatory extracts required by supervisory authorities.
Data access:
- Retrieve operations, journal entries, and accounts
- Compare amounts across different dates
Calculation functions:
- Book values
- Inventory by entry life
- Balance consolidation for any account type
- Predictive calculations such as future amortized values, unrealized P&L, FVA adjustments, capitalization reserve impacts, ECL
- Any required breakdowns
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RISK RATIOS
Measure performance-adjusted risk with industry-standard ratios:
Additional performance-risk metrics are available to compare portfolios against benchmarks and ensure alignment with investment objectives.
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BENCHMARK
Analyze benchmarks using indicators such as:
- Allocation
- Performance
- Risk indicators
- Risk ratios
- ESG indicators
- Financial indicators
Even without full composition details, multi-benchmark analysis identifies outperformance or inefficiencies to refine allocations.
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EXTRA FINANCIAL INDICATORS
Easily integrate any ESG data into the platform and use it directly in your analyses. Cascading systems locate the most relevant information, which can be linked to securities and issuers (parent and ultimate).
Available indicators include:
All proxy voting information can also be retrieved and included in reporting and analysis.
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MARKET DATA
Access all functions to retrieve essential market data, including:
- Exchange rates
- Interest rates
- Spreads
- And more...
All ready for precise, context-aware analysis. You can also access asset-specific characteristics—such as the curve rate matching a bond's maturity—for even greater accuracy.
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PERFORMANCE ATTRIBUTION
Calculate attribution effects using the methodology that best matches your investment process and structure. Choose from a wide range of options, including:
- Brinson attribution
- Fixed income attribution
- Fund-of-funds attribution
- ESG attribution
- Carbon attribution
Combine methods or create custom mixes to add extra layers of detail and insight—ensuring your attribution reflects the reality of your portfolios.
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RISK
Access a full set of measures to evaluate portfolio risk from multiple perspectives:
Single-entity risk:
Statistical analysis:
- On time series data
- On samples decomposed by any chosen criteria
What-if analysis:
- Test valuation changes under shocks such as interest rate or FX movements
REGULATORY & COMPLIANCE FUNCTIONS
Dedicated functions designed to meet regulatory standards and reporting requirements.
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REGULATORIES
Produce all required fund regulatory reports directly within the solution, with all necessary data readily available.
Supported formats include:
- KID / PRIIPs reports
- EPT and EMT files
- TPT files (with full SCR asset calculations)
- EET files
- SFDR reports
- CSRD reports
- QRT files
Integrated into your operational workflow, these capabilities ensure compliance without extra manual effort.
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COMPLIANCE
Access all functions returning rule status—whether descriptive or value-based. Retrieve results of equations with actual indicator values for both immediate calculations and criteria-based lists at any level. Criteria can be applied to filter or group results as needed.
Available capabilities include:
- Rules status
- Equation with value replacement
- Criticality levels
- Thresholds
These capabilities let you build fully customized reports to monitor constraints and integrate follow-up status tracking, ensuring continuous compliance oversight.
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GIPS
Access all functions needed to produce GIPS-compliant analyses and reports, including:
- Assets under management at composite or firm level
- Composite performance and portfolio breakdowns (Modified Dietz)
- Tracking of in/out flows within composites
- Risk functions and risk ratios
- Benchmark-related functions for each composite
- Disclosure functions
- Data linked to each composite
These capabilities enable you to generate complex, consistent, and fully compliant GIPS reports—while ensuring transparency and analytical depth.
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SOLVENCY II
Access all functions required to calculate SCR indicators in full compliance with the Solvency II standard. Generate accurate, reliable results and integrate them seamlessly into your broader risk management and regulatory reporting processes.
Available indicators include:
USER-DEFINED FUNCTIONS — UNLIMITED FLEXIBILITY AT YOUR FINGERTIPS
A game-changing tool that lets you create your own equations using any existing function.
No development required. No waiting. Just pure flexibility. From the simplest differences to complex, multi-variable formulas, you can design exactly the calculations you need, when you need them.
With this capability, your analytical power is only limited by your imagination—turning your platform into a truly bespoke solution for every scenario.
EXPLORE MORE: RELATED TOPICS
FROM INSIGHT TO IMPLEMENTATION: EXPLORE THE RIGHT MODULE
These modules form the core foundation to help you implement your processes efficiently and with precision.
