Summary
The book as it stands, not as it closed.
Most portfolio teams still read their risk from yesterday: an end-of-day file, a spreadsheet reconciled by hand, a terminal for one asset class and another for the next. Port.AR holds exposure, P&L and risk in one view that revalues at every price tick, so the number on the screen is the position as it stands right now.
It covers FX, fixed income and commodities in the same portfolio, imports positions from the books the desk already keeps, and answers through an API when the analytics need to reach another system. Because it is a module of the QUARTIX Markets® platform, the step from seeing an exposure to hedging it does not involve a second tool.
Benefits
Revalued at every tick, simulated forward, watched continuously.
One portfolio, every asset class
FX, fixed income and commodity positions are normalized into a single book and revalued together at each tick from the exchanges that price them. Exposure, MtM, intraday P&L and VaR come from one calculation over the whole portfolio, not from three tools that have to be reconciled before anyone can act on them.
Thousands of scenarios, in seconds
A multi-asset, multi-currency engine reprices the portfolio across thousands of forward-looking paths. Monte Carlo repricing captures the non-linear part - the exposures that do not move proportionally with the underlying - which is exactly where a linear sensitivity estimate stops being informative.
Alerts that watch the thresholds you set
Concentration, liquidity, currency and factor risk are monitored continuously against statistical thresholds, point-in-time and across the time series, so a breach announces itself instead of waiting to be discovered in the next report.
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