This additional layer of analytics enhances portfolio risk management and reporting.

Access and Options

Grouping is accessed through the secondary drop down menu. Options include:

• Group - Arranges by asset class
• ID1 - User defined 1
• ID2 - User defined 2
• Counterparty - Arranges outputs by counterparty
• Currency - Arranges outputs by currency
• Instrument Type - Arranges outputs by type e.g. cap, collar, fixed rate loan, etc
• Original Maturity - Arranges by time bucket, based on start date
• Remaining Maturity - Arranges by time bucket, based on maturity date
• Expired/Current/Future - Arranges based on expired, current and forward starting deals
• Deal Relation - Shows derivative with underlying
• Next Fixing Date - Arranges by next fixing date (day, month or year)
• No Grouping - Arranges by alphabetical order

Data Entry

Groupings are based on what you enter at the individual Deal Box level.

In most cases the system will do this automatically e.g. instrument, maturity, currency, etc.

In other cases you must enter the data e.g. counterparty, ID1 and 2 and deal link.

Customized Risk Analytics

The fields ID1 and ID2 allow the user to define their own criteria.

In the above example ID1 refers to the sector classification under which the loan is booked and ID2 the location where it is booked.

This allows the user to identify concentration risks and better measure relative performance.

Risk Reporting

At present Grouping is not integrated into reporting but will be added shortly.

It is possible to export the information to Excel however. Simply choose the Export to Excel option within the View Settings box

Example – Counterparty Risk Management

In this example we have grouped our portfolio data by counterparty.

This provides instant intelligence on limit, utilisation, etc, in turn promoting better risk management.

This can be then exported to Excel quickly and shared with stakeholders in the event of a crisis or market event.

This can be taken a step further to identify the cost of finance of this counterpart versus others, what % of business is with them, etc.

Please watch out for further updates. If you have any questions in the meantime then please contact us.