Investment portfolio management

Investment Portfolio Management Module 3.0 is an advanced tool for managing the value of the portfolio. It comprises main features that the investment manager needs for daily routines of portfolio valuation and portfolio optimization. Advanced algorithm is used to maximize return on portfolio, given the desired level of VaR. Comprehensive set of performance measures is calculated for the optimal portfolio. Alongside the portfolio optimization, a set of technical analysis indicators are calculated to accompany the daily decision-making. Mark-to-Model values of all of the traded debt instruments and the derivatives are calculated, using the estimated term structure of the interest rates.