Management Reporting Module

The module is used to generate management and analytical reports on any client, trader, desk, and group thereof.

The module allows to classify information on income received and expenditures by various parameters (daily snapshot, for a period, by dates, by instruments) and generate reports on financial performance and portfolio status in the online mode.

Main Features

  • Generating analytical reports:
  • Preparing management reports;
  • Calculation of financial performance (P&L) for any group of clients, individual traders and desks, including in the online mode.

Generating analytical reports

  1. Evaluating the yield of portfolio instruments
    The module enables to evaluate which instruments of portfolio can yield the largest income and obtain information about the distribution of income from the instruments of the same type for different periods. The instruments of stock, derivatives, and money markets are evaluated.

    To ease the analysis, the following information can be obtained at any time:

    • distribution of assets by storage locations (by accounts);
    • dividends;
    • all buy/sell trades (including REPO trades) for the current day that yielded profit on the current day.
  1. Evaluating portfolio status

    The status of a portfolio can be assessed in terms of book or market (expert) prices, allowing you to evaluate the unrealised profit and calculate the daily profit.

Preparing management reports

  1. internal portfolio structure analysis reports;
  2. benchmark portfolio structure comparison reports;
  1. reports on open liabilities, by:
    • assets;
    • trading venues;
    • counterparties;
    • execution periods. 
    A detailed report on open liabilities allows to forecast the position based on concluded, but not yet executed, transactions and to control liquidity.

Calculation of financial performance (P&L)

  1. A wide range of instruments to configure the way an asset market price is determined for calculating income from re-evaluation.

    To re-evaluate assets based on the exchange information, the user configures the procedure for determining the price that defines criteria and priorities for finding the price for asset re-evaluation.

    All information on and history of asset re-evaluation are stored.

  2. Three common methods of inventory accounting are supported:
    • FIFO;
    • LIFO;
    • by weighted average price.
  1. Support for multicurrency settlements.
  2. Separate analysis of open liabilities with the calculation of the planned balance for these liabilities and the impact it will have on the final financial indicators.
  3. Possibility to select the event upon which the asset is accounted:
    • trade;
    • payment;
    • delivery;
    • payment and delivery.

During the calculation of financial performance, the following values are calculated and included in P&L reports for each asset and date:

Values in the P&L Reports

  1. income from re-evaluation for each date included in the reporting period;
  2. income from coupon redemption (ACI) by evening/morning of each day;
  3. portfolio income for a period by dates or instruments;
  4. book price and book value of the asset by morning/evening of each day;
  1. market value of the asset in the online mode;
  2. realised and unrealised profit in the online mode;
  3. operating income from all operations and REPO trades by morning/evening of each day.
To top