CAPITECTS structures all issued funds accurately by leveraging their fact sheets. These fact sheets are collected and updated on a co timeous basis to track the on going characteristics of the industry offering.
Once investment funds are structured, they are collected in the Fund Data Manager and simulated over time with a MULTI-EXPOSURE APPROACH.
CAPITECTS provides Algorithmics solutions with Wealth Management Extensions that allow to model enriching investment strategies and bring added value by simulating over time a diversity of risk-return profiles (e.g. balanced funds with reallocation boundaries over time, capital guarantees, …).
FUND ALLOCATIONS are a function of underlying risk partitions:
- Geography exposures.
- Sector exposures.
- Duration exposures.
- Credit rating exposures
- Currency exposures.
- Concentration limits.
CAPITECTS ADVANCED APPROACH allows to measure consistently:
- Sub allocation of risk (e.g. currency risk of EUR denominated funds invested in US stocks).
- Value at Risk.
- Market Views (deterministic simulation of market movements over time).
- Monte Carlo Multi Step.
