Portfolio & Risk Management System for Asset Management and Alternative

Investments

A Fully Integrated Cross Asset System

HedgeGuard is a secure and scalable Excel based application that allow real-time monitoring of hedge funds trading and

processing activity through integrated portfolio and risk management.

Product Coverage : 12 existing products. New asset classes could be easily integrated

Equities &Funds

EquityOptions

CFDs &Stock Loans

IndexFutures

IndexOptions Bonds IR

Futures CDS FX Spot

FX Futures

FxOptions

Front office

Middle Office

Risk Management

Reconciliation & Reporting

STP

Trade Booking (1)

Customized Workspace

workspace can be personalized to maximize managers productivity. Column configurations can bechanged according to personal preference.

Trade Booking (2)

Speed Buttons & Bulk Entry

Speed buttons and templates allow trade entry with a single Click. Trade blotters can be easily imported.

Trade Booking (3)

Real-time updates

Users receive alerts highlighting new trades or updated data by other users.

Simulation

Simulated trades can be included within risk analysis and VaR to determine effects on the portfoliobefore they are executed

Users rights and Audit trail

To lower operational risks, users could have read/write access to certain modules. An audit trail keeps track of all updates made to a trade.

Real-Time Position & Valuation (1)

Multiple customized views : The flat view

Hedgeguard flat view allows sorting the portfolio for speed analysis. The personalized summary board allows the real time valuation of users risk indictaors.

Real-Time Position & Valuation (2)

Multiple customized views: The Hierarchical View

The Hedgeguard hierachical view allows multistrategy analysis. Colors and layout are specific to each user.

Real-Time Position & Valuation (3)

Custom Aggregation Criteria

Managers can view their portfolio in a 2 level custom-defined aggeragtion method. Example: Country/Sector

Real-Time Position & Valuation (4)

Drill Down Capability and Information Sharing

Managers can click on the aggregated line items and check the details of every position. Notes and Investment reports could be attached to each position.

Real-Time Position & Valuation (5)

Flexible NAV and Risk Reporting

Managers can view their absolute or relative to a benchmark P&L and NAV, month to date, Year to date, Date to date. These results could be aggregated or viewed independently line by line.

Precise Real-Time NAV including

- Management fees and incentive fees calculation (different methods are possible)

- Funding fees and other cash movements

- Stock loan automated management and cost of borrow calculation

- Subscription and redemption management

- Comprehensive and flexible CFD interface allowing precise calculation of interest fees

- Cash accounts, deposit and collateral account management

Risk Management (1)Risk Management (1)

Value At Risk

- Full computation historical simulation, handles correctly derivatives

- Takes into account trades before they are executed

- Contains an explanation module for full transparancy

Risk Management (2)

Stress tests

- Full computation simulation, handles correctly derivatives

- Takes into account trades before they are executed

- User defined variations applied to risk factors

Risk Management (3)

Deriatives pricing and greek analysis

- Pricing includes European and American options, bonds, futures and single name CDS

- Users have the choice to use RT feeds or theoretical pricing

- Delta, Gamma, Theta, Vega, Rho and Omicron are Real-Time computed for derivatives

- Fair value and Greeks could be simulated under different market conditions

Risk Management (4)

Fund Vs Benchmark risk Indicators

- Volatility, Sharpe and Sortino Ratios, Correlation, Alpha, Beta Etc.

- User friendly interface : time interval and Benchmarks can be changed easily

Reconcilitation and Reporting (1)

User defined trade filters

- Speed trade search based on user defined filters- Filters include position, trade date, settlement date, instrument type etc.

Reconcilitation and Reporting (2)

User defined Sql Query

- Hedgeguard has an open database allowing users to perform queries on any stored data- Queries are user defined and provide comprehensive information for VBA automated reporting

Reconcilitation and Reporting (3)

End of day procedure

Allows storing and retrieving market data, historical prices and positions at any date

Reconcilitation and Reporting (4)

Stock reconciliation module

Import prime broker and counterpart files for reconcilitaion

Reconcilitation and Reporting (5)

Graph module

Customize and automate the generation of graphs

Reconcilitation and Reporting (5)

Reconcilitation and Reporting (5)