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Asset Management

11:09 AM
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Sophis Upgrades Risk Tools for Investment Managers

Includes a pre-trade simulation tool that allows investment managers to monitor the potential impact of a trade on portfolio exposure, risk scenarios and pre-trade compliance rules.

Sophis, a provider of cross-asset, front-to-back portfolio and risk management solutions, today launched version 4.0 of Value, its solution for investment management companies. This latest release incorporates developments in investment decision support and risk management capabilities as well as an upgrade of the core system architecture to improve reliability and shorten data access times.

Value 4.0 includes a pre-trade simulation tool allows investment managers to monitor the potential impact of a trade on portfolio exposure, risk scenarios and pre-trade compliance rules in real-time. The solution also supports advanced benchmark management for portfolio modelling, management and performance attribution.

The software also includes tools to help risk managers compute scenarios, store results and manipulate them in a scalable and flexible manner. New capabilities for risk managers include the ability to produce daily key risk indicators for ex-post analysis, versatile dynamic stress tests and detailed P&L decomposition analysis on market data, Greeks, transaction and day effects.

Value 4.0 has been upgraded to the Microsoft .NET framework in the hopes of improving reliability, simplifying workflow processes and enhancing the user experience. In addition, Sophis has strengthened its Service Oriented Architecture to enable remote access. Users can now access areas of Value functionality via the web, using Rich Internet Application technology, to perform a range of activities such as portfolio valuations, as well as being able to view and tailor their own reports in real-time.

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