We are very flexible in terms of data format and have been managing data coming from most of the major Administrators. Most important is the stability of the file format as we code a customised data management process for each data-feed.

Costs will depend on scope. It will depend on the portfolio composition,  complexity of assets and number of funds. Besides the annual reporting charges, there is also a one-off fee for the data management costs.  

These will be integrated very fast. As we are focusing on these services these will have a high priority as they are of utmost importance to all our clients. The key to timely release is the capacity to follow regulatory changes through active participation in various associative consulting working groups and in regular exchange with our clients to ensure the system is always up to date with respect to regulatory changes.

We typically perform most of the tasks within the implementation project. Usually the steps comprise:

1. Analysis of client requirements
2. Analysis of source data and creation of Data Management Process
3. Set up of portfolios and related guidelines in the system and loading of first data
4. First set of test reports and discussion with client
5. Final adjustments and ongoing establishment of dataflow
6. Going Live

At Arkus, we can support a full range of portfolio assets classes, from simple bonds and shares to complex structured financial securities. A list of the instruments covered is available on demand.

Methodology and approach:

All plain vanilla assets are priced using standard pricing functions.

Arkus develops custom pricing functions for exotic assets (path dependent structures, certificates). Furthermore, look through on swaps on managed indices is possible.

Instruments that are not covered are proxied on a best-fit basis.

Yes, based on the actual positions in the portfolios using a statistical factor model.

Asset liquidity is assessed through a scoring approach using multiple criteria (e.g. position size, traded volume, rating, maturity, stale prices etc.). The overall score per asset is aggregated and translated into liquidity buckets. The report details the individual score for each asset and each factor that is used to assess liquidity. Our system also allows the risk manager to override a liquidity score based on asset specific information. This process is followed through an audit trail.

Our system fully supports the input and modification of investment restrictions monitoring at both legal and prospectus levels. Customised guidelines can also be created (e.g. client defined ESG lists)