Zonar portfolios
A constant overview of one's position and portfolio at any point in time will provide the user with an essential foundation
for future decisions and actions.
Normally in a large trading portfolio result changes appear for every new tick in the market place, making it difficult
to get an overview of the result. In the Zonar system all changes in portfolio positions are immediately brought to the
attention of those responsible for the P&L supervision. This applies no matter where in the organization these changes originate.
Zonar's Portfolio module is a professional portfolio management system based on state of the art technology enabling portfolio
managers and investment advisors to access in real-time all relevant customer and portfolio information. The system provides
advanced portfolio analysis functions such as performance measurement, model portfolios, risk measures and benchmarking.
It is a market-related product, which has been developed to meet the growing requirements of the institutions managing private
wealth and their customers, the private investors. The major features are its 3-tier client-server architecture, 32-bit
front-end technology, flexible Windows user interface, portfolio structure, and its interface concept for supplying any
other system, which holds a bank's statutory information. The following list shows the integrated services provided by the
Zonar Portfolio module:
- Maximum user interface flexibility
- Complete history of transactions and other relevant data available real-time
- Multiple asset class support
- Multi-currency and multi-language support
- Real-time pricing facilities
- Own defined formulas
- Pre-trade check of investment guidelines
- Comprehensive performance and benchmarking analyses
- Intelligent interfaces for batch and online data import
- Architecture and load-balancing technology ensuring maximum scalability
- What-if analysis and scenario simulations
Each Zonar client has extensive portfolio functions which are all real-time based. The system can handle a diverse mix of
underlyings in various currencies and asset types. A hierarchy of portfolios can easily be build allowing for summations
on a departmental level or even country level where a sumportfolio can represent 100s of individual portfolios. What-if
analysis and misc. kind of simulations in market conditions.
Typical trading Desk with a spot- portfolio and transaction window open. The dealer can follow the market through the spot
window, see his P/L in the portfolio window, and his trades and orders in the transaction window.
Full desk
The portfolio hierarchy
Zonar continuously monitors and displays the positions of all the financial instruments in the portfolio, and give totals
and sub-totals by currency, instrument, underlying and user in either realized or unrealized terms. The result can be presented
by dealer, affiliate, group or instrument or almost any conceivable form. This is the only way you can identify, measure
and manage your result. The automatic Mark to market function is used to view the daily result.
An actual portfolio
Portfolio Graphs
Portfolio graph in 3D
Simulation
Knowing the result, market simulations can be applied to the portfolios to simulate market factors, thus helping you to
decide which actions should betaken and when. If the portfolio proves to be sensitive to changes in one or more of the underlying
variables, Zonar will provide specific hedging recommendations. This enables the user to make informed decisions on how
to stabilize the portfolio.
The users can apply numerous simulations to any portfolio or position so as to create what-if scenarios and stress testing
conditions in support of their decisions. These simulations may be:
- Volatility simulations
- Simulated deals
- Simulated market factors
- Breakdowns
