Private equity
For private equity investments, the necessary transaction types are mapped and all analyses related to this asset class can be performed comprehensively.
These include:
- IRR calculation
- Showing of comitted Capital and Draw Downs
- Distributions (recallable and non-recallable) as well as all movements
- Valuation of direct investments
- Private Equity Reports
ESG
Sustainable investing is increasingly popular in the financial industry. The investment strategies as well as the individual investments are to be continuously checked for ESG criteria.
Functionalities include:
- Automated loading of ESG data (MSCI)
- PAI methods according to SFDR
- Individually defined ESG methods
- Investment policy review taking into account ESG methods
- Bespoke ESG reporting to clients and regulatory organizations
Real Estate
You can professionally map and manage real estate assets with our software.
Functionalities include:
- Mapping of direct and indirect real estate investments
- Detailed accounting of costs and revenues
- Profitability analyses
- Cash Flow Statements
- Presentation of value adjustments
- Financing management
- Miscellaneous reports
MiFID II/MiFIR
The MiFID II and MiFIR requirements are fully mapped in Allocare AMS.
- Threshold control of losses
- Target Market Matching
- Ex Ante cost Statement
- Ex Post cost statement
- Top 5 execution venues
- MiFIR transaction reporting
GIPS®
In Allocare AMS, you can comply with Global Investment Performance Standards (GIPS) and create compliant reporting.
- Grouping of portfolios into composites and their monitoring
- Calculation of performance and risk metrics in compliance with GIPS
- Comprehensive package of GIPS-specific reports
- Support of internal control processes
VaR (Value at Risk)
The VaR functionalities in Allocare AMS provide risk calculations according to various methods to estimate maximum losses for a given time period and confidence interval.
The following methods are available:
- Historical VaR simulation
- Monte Carlo VaR Simulation
- VaR with historical returns (TWR)
- Conditional Value at Risk (CVaR)