The middle office of asset management company capQORT is used for online position keeping and control of portfolios and portfolio groups that may be traded by several brokers it is also used for portfolio analysis, limit control and violation monitoring.
The system accounts operations at all Russian and main international exchange and OTC venues.
capQORT allows to consolidate and keep positions online fully for portfolios and groups of portfolios for all operations of the asset management company, conducting trading operations through several execution brokers and getting market data and data on own trades.
Mechanisms and modes of limit control.
capQORT performs analysis of limit violation and maintains control over their elimination.
The capQORT system has a number of reports to assist managers.
capQORT supports a commission calculation mechanism to award success and reimburse management expenses.
The system supports such services as the system of role-based access rights, scheduling, system monitoring module.
There are various ways of integrating capQORT with external systems.
VaR-analysis Module is designed for VaR risk assessment.
The module of FIX integration is designed for interaction between the QORT server and external software platforms by means of FIX protocol and uploading the received information to the QORT server.
The module of integration with the database of financial instruments and issuers Reference United Data.
The module of integration with the databases of Cbonds group enables to obtain and use data on financial instruments and issuers.
The Bloomberg DataLicense QORT program interface allows to obtain and use information from Bloomberg in the program complex capQORT.
Bloomberg VCON drop copy QORT program interface allows uploading capQORT with the data on executed trades from the Bloomberg database. The data is transmitted via FIX protocol by BLOOMBERG PROFESSIONAL® service.