Portfolio Management System PMS

Multi-Asset/Multi-Currency Portfolio Management System 1. Introduction: We offer a comprehensive solution for Discretionary and Advisory portfolio management. It has an inherent flexible architecture and design, we can add or upgrade to new functionalities with speed and accuracy. The product has been designed to consolidate all your portfolio management needs. It incorporates risk management, includes regulatory reporting, cash management, investment restrictions and a whole host of other functionalities. The application interacts with your OMS systems and external services such as Custodian and Administrator. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

2. Strategies and Portfolio Rebalancing: You can define multiple Strategies and assign multiple portfolios to each strategy. Each Strategy may incorporate multiple Investment Restrictions to allow for investment selections at a more granular level. Portfolios can be Rebalanced as often as necessary to realign them to the associated strategy. Rebalancing may result in excess deficit management, the system will automatically issue buy or sell orders in appropriate proportions in order to align the portfolio to the defined strategy. Asset Allocation will change in accordance with the requirement set in the strategy. The orders in same security may be bulked or sent individually to the order management system. If the order is bulked then the buy and sell orders are not netted. The system will send the bulk buy and the bulk sell orders separately to the order management system. The portfolios are designed to hold multi-asset types and multi-currencies. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

3. Performance and Benchmark: These are revalued on a daily basis with the previous close of business prices and converted to the portfolio currency at the prevailing exchange rates. In order to gauge the Performance of a portfolio against the market a Benchmark may be assigned to the portfolio. The Benchmark may be assigned at a portfolio or at a Strategy level. The Benchmark can be a predefined index or a composite. A number of other Performance metrics is also available to measure the performance including Alpha, Beta, Information Ratios, Sharpe, Calmar, Sortino, Treynor, Sterling, R² and Tracking Error. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

Multi-Asset/Multi-Currency Portfolio Management System 4. Portfolio Management System (PMS): eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

5. Investment Restrictions and Advice: In addition to the Investment Restrictions, a temporary restriction list may be set-up to block, stop or restrict the selling of assets that are due impending Corporate Actions or a Compliance requirement. The Restricted List is set-up at a global level and affects all portfolios containing the listed assets. Transactions with Custodian and Administrator would be reconcilable. Positions and Cash need to be reconciled on a daily basis to ensure details recorded in the external services are in synchronisation with the portfolio management system (PMS). The PMS will generate client Loss Barrier Advice as and when necessary and Trade Confirmation following execution of each trade, and portfolio Statements at predefined intervals. The advice, confirmations and statements incorporate MiFID requirements. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

6. Risk and Cash Management : The PMS system includes a comprehensive Market Risk Management application. Various Market Risk Management metrics are shown including convexity, duration, sensitivities, VaR, ETL, ETR, kurtosis, skewness, downside, upside and drawdown. The system also includes P&L Attribution showing impacts of volatility, time, prices, interest rates, new trades, p&l explained, p&l unexplained and cancel trades. Various types of Cash may be recorded through the Cash Management application of PMS. Cash transactions include repo, reverse repo, buy/sell back, sell/buy back, triparty, borrow/lending, deposits, withdrawals and journal entries. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System

Multi-Asset/Multi-Currency Portfolio Management System 7. Interfaces: The system can interface with external services in various formats and protocols, for example FIX, SWIFT, csv, Fixed, xml and FpML over FTP, SFTP, FTPS, HTTP and email. The PMS system can be configured to send and receive messages to OMS in FIX format. Messages may be exchanged in SWIFT format with the Custodian. Messages in csv, fixed or xml formats may be exchanged with the Administrator. eurisco solutions ltd. Multi-Asset/Multi-Currency Portfolio Management System