Welcome to the Future of Institutional Trading & Investment Risk Management
ICD Investment Product Updates
Investment Risk Management Product Suite
The Comprehensive Report provides various analytics on your portfolio’s concentrations by counterparty, country and security type. Leading indicator metrics, including financials, equity trends, and CDS spreads facilitate deep analysis of the underlying credits within the portfolio.
- Counterparty Credit Default Swap Summary
- Counterparty Stock Price Trends
- Counterparty Financial Summary
- Country Exposure
- CDS Spreads
PORTFOLIO SUMMARY REPORT
The Portfolio Summary Report adds new features to Transparency Plus to facilitate liquidity planning. With one click, you can view a summary of your portfolio duration, performance and concentration, as well as the corresponding liquidity profile.
- Investment Product Distribution
- Liquidity Profile
- Counterparty Risk
MMF GUIDELINE REPORT
The Guideline Report provides comprehensive compliance analytics to identify key exposure parameters within a Money Market Fund portfolio. It provides recommended ranges for setting MMF investment parameters. Subsequently, you can use Guideline Reports to monitor your portfolio against the investment guidelines you have adopted.
- Maximum Investment in any Single Money Market Mutual Fund (Percentage)
- Maximum Investment in any Single Money Market Mutual Fund (Notional)
- Maximum Investment in a Fund’s Total Assets Under Management
- Maximum Investment in any Single Fund Family
- Maximum Investment in any Single Fund Holding Issuer
- Minimum Investment in Rated Money Market Mutual Funds
- Maximum Investment in any Single Country
The Universal Report expands the MMF Guideline analysis to include alternative investments showing top portfolio concentration levels on important parameters from all investments including MMFs, SDBFs, SMAs, bank deposits, time deposits, commercial paper and other investment vehicles.
- Largest Investment in any Single Counterparty
- Largest Investment in any Single Country
- Largest investment in any Single Fund
- Largest Investment in any Single Fund (Notional)
- Largest Investment in a Fund’s Total Assets under Management
- Largest Investment in any Single Fund Family
The Fund Report provides various analytics on individual fund portfolio concentrations by counterparty, country and security type. Leading indicator metrics include financials, equity trends, and CDS spreads.
- Fund Profile
- Sector Allocation
- Country Distribution
- Fund Holdings
The NAV Flow Liquidity Report compares Net Asset Value Pricing, Net Asset Flow and Liquidity for MMFs in client actual and hypothetical portfolios, enabling fund comparisons on these important metrics. The NFL Report includes:
- Liquidity Distribution
- Weekly Liquidity Assets
- Daily Liquidity Assets
- Market-Based NAV
- Net Inflows/Outflows
Repo Reports focus on the details of the Repurchase Agreements in your portfolio including whether your Repo is traditional (typically Treasury or Government agency) or non-traditional (typically investment-grade corporate and other securities).
- Fund List
- Repo Distribution