Assets, defined in any currency, can be held in portfolios also defined in any currency.  We find support for the following most relevant type of assets:

• Treasury (deposits, repos, bills, promissory notes, etc.).
• Fixed income (fixed, floating, zero, staggered, irregular coupons, etc.).
• Equities (stocks, funds, ETF, etc).
• Derivatives (options, futures, swaps -asset swap, irs-, forwards, warrants, etc.).
• Structures (SPV, collateralized, etc).
• Real estate.

Supporting the following events among others for the most common assets:

• Purchases and sales.
• Changes of depositaries.
• Accruals.
• Fixed and floating coupons.
• Dividends, capital increases, splits and bonuses.
• Maturities with and without optionality.
• Valuation by several methodologies according to portfolio type.
• Imputation of impairments.
• Linkage with insurance products.
• Nominal reductions.
• Financial product conversions.
• Liquidations.
• Transfers between portfolios.

The most relevant calculations implemented are:

• Amortized cost.
• Value discounting the cash flows.
• Market value.
• Running coupon with multiple calculation bases.
• Average rating.
• Projection of cash flows.
• Internal Rate Return (IRR)
• Duration and convexity.
• Variance and covariance.
• Historical and parametric VaR.
• Normative stress testing and other simulations.

• Parametrization according to any regulations, accounting plan and accounting rules.
• Accounting for all supported events.
• Automatic accounting reports according to the company's ERP format.
• Accounting asymmetries and fiscal effect.
• Accounting for forex investments.
• Support for accounting corrections.
• Export to several accounting systems.

• Classification of financial assets by valuation nature: amortised cost, fair value impacting on global P&L, impacting on P&L, etc.
• Test SPPI defined according to the company criteria, calculated from a third party or catched from a financial data provider.
• Impairment based on expected losses calculated from a third party or catched from a financial provider publishing the one year probability of default, expected value of losses (ECL), etc.
• Hedging treatment following the specific company instrucctions.

• Includes all the attributes in assets, derivatives and real state for Solvency.
• Cash flows generation for assets.
• Seggregation by portfolio and custodian.
• Separation of open and closed positions.
• Reporting for INvSIGHT Solvency or any other solvency software.

• Automatic capture of asset definitions and relevant facts of financial data providers.
• Indexes for curves, prices from contributors, risk parameters, yield, etc are also integrated. In general every available information for assets and issuers published by financial data providers.
• Export and import of information to and from various formats (spreadsheets, databases, text files, etc).
• Complete integration with other INvSIGHT applications and process automation.
• A repository for attaching documents to asset definitions an events is available (term sheets, contracts, buy/sell orders, etc).

• Customizable risk control reports.
• Specific front office control dashboards.
• Reports for the management board and other departments.

• Multi-user access.
• Configurable language.
• Assignment of responsibilities through profiles.
• Execution registry and attribution of changes.