Faster, Policy-Aligned Rebalancing
Execute rebalance cycles in hours instead of days — always starting from a live, trusted investment book of record.
Adopt Complex Mandates with Confidence
Accommodate bespoke allocation rules, factor tilts, and overlays without engineering bottlenecks or rigid rebalancers.
Proactive Risk
& Limit Oversight
Spot drift, breach risk, and exposure deviations instantly — before they become governance or regulatory issues.
Unified Overlay & Exposure Control
Manage currency, derivative, and factor overlays alongside core portfolios — no silos, no spreadsheets, full visibility in one place.
One platform to manage all your challenges
Use case
Start with the truth, not a guess
Problem
Hard to trust the starting data – Without a clean, consolidated view, teams are flying blind
Solution
Build a full Investment Book of Record (IBOR) using accounting/custody data plus market/internal sources, ensuring every rebalance starts from a trusted baseline.
Use case
Rebalance your way
Problem
One-size-fits-all rebalancing – Standard models don’t fit complex mandates.
Solution
The Rebalancing Methodologies let you define and configure bespoke, custom algorithms — no developer needed.
Use case
Spot breaches before they cost you
Problem
Markets don’t wait for overnight runs – Managers need instant visibility into risks.
Solution
Live validation surfaces drift and limit breach warnings in real time as you adjust portfolios.
Use case
Compliance built in, not bolted on
Problem
Compliance adds delays – Manual checks extend the cycle.
Solution
Pre-Trade Compliance rules run directly over proposed trades, validating mandates before anything is sent downstream.
Use case
Manage overlay programs
Problem
Overlay data lives in silos – FX and derivatives - typically in multiple Excel spreadsheets.
Solution
Manage all your programs, including currency and derivatives overlay, in the one solution based on a single data source.
