We’ve made some great additions and enhancements to StatPro Revolution.
This release includes the first part of the advanced portfolio sharing and user management roll out as well as a number of other enhancements that will all contribute to a great user experience.
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User management and portfolio sharing – The first half of the advanced portfolio sharing and user management roll out includes roles and permissions management. Tenancy administrators can now assign users to different roles, such as Compliance Officer or IT Administrator and link these roles to a set of specific access permissions.
New forms to insert terms and conditions for OTC derivatives – in addition to options and CDSs, a wide selection of swaps including interest rates swaps, inflation swaps, equity swaps and total return swaps can be added to StatPro Revolution directly via the user interface. Please remember that StatPro Revolution supports over 200 types of derivatives via FTP upload of terms and conditions in XML templates.
Fixed income decomposition for the OTC instruments – starting in October, StatPro Revolution’s fixed income attribution will decompose – in addition to bonds, bond futures, and forwards – fixed income OTC derivatives.
Option to choose where cash adjustment legs are classified – we are introducing a setting allowing cash adjustment leg for 2-leg instruments (futures and OTCs) to be classified either with cash, or to remain in the same segment as the underlying. This option satisfies the two approaches popular among StatPro Revolution clients with regards to cash adjustment lines without needing to resort to custom classifications.
Oversight aggregate – provided at the fixed cost of one professional portfolio credit the oversight aggregate provides a snapshot of allocation, AUM, contribution and VaR for one account or firm with one day of historical performance, by grouping all the portfolios within one account.