Advanced and flexible Solutions

F-RAMS, ORS solution for finance offers rich functions for position keeping, enabling portfolio composition analysis, composition at a previous date, comparison against a benchmark/model portfolio.

F-RAMS also offers access to statistical indicators and allows users to create personalised views.

F-RAMS, ORS solution for finance provides portfolio optimization modules, with the ability to build model and benchamark portfolios, rich stock picking and scoring functions and time series analysis tool.

F-RAMS features different risk and return estimation models, and offers QMIP, TEM, MADM, Multi Frequency MADM, SPM, UTILITY, SHARPE, CVaR Minimisation models for portfolio optimization.

The platform assists users in defining and evaluating investment strategies which can be back-tested through historical simulation.

F-RAMS, ORS solution for finance is a complete companion for the market risk management featuring historical, factorial and simulation approaches to portfolio risk evaluation. Industry standard risk indicators presented through dedicated reporting functions.

F-RAMS, ORS solution for finance offers MWRR, TWRR, IRR Performance Calculation and performance decomposition, contribution and attribution analysis.

Dedicated reporting tools conveniently pesent portaolio performance data.

F-RAMS, ORS solution for finance offers complete models for financial instruments pricing, in particular the Fair Value Calculation (pricing of the illiquid and structured securities) and the Best Price (choice of the best price of listed securities).

F-RAMS, ORS solution for finance through the Process Management and Automation offers the follows functions: optimized portfolio rebalancing, batch order, single order, currency overlay, orders with coverage and risk management, compliance and adequacy.

F-RAMS, ORS solution for finance provides the calculation of much more than 1.000 risk, return and efficiency indicators, each of secutiry and of portfolio, daily pr intraday.

The main risk and return indicators (e.i. Mean Return, Gaussian VaR, VaR, Volatility)are calculated with specific timeframe to value particular instruments as the Hedge Funds.

F-RAMS, ORS solution for finance offers the possibility to take into considerations many different Constraints and the possibility to configuremany different Alerts.

Constraints provide a ready indication of the overshooting of any regulatory, of management or mandate.

Alerts are implemented on securities and portfolio belonging to the following families: indicators, class exposure, currency exposure, holding, derivatives. There are monitoring custom conditions associated with desired objects (securities/portfolio). Alerts are on demand or batch and the solution offers some reports on the details of the violations.

F-RAMS, ORS solution for finance is based on a rich and complete Datawarehouse and offers complete and personalized reporting.

It’s fundamental to create customised reporting on many elements, such as portolio analysis, risk and performance calculation, alerts, therefore it is necessary to collect useful data from internal information system or from data provider in a single repository, an organised and consistent datawarehouse.

The ORS software solution for finance, F-RAMS, provides simulation on the portfolio movement to value impacts in terms of allocation and risk, on the single portfolio and on the aggregated portfolios, on buy and sell, on analysis and historicising.

ORS has implemented a real-time operational tool for intraday high frequency trading.

The software performs a detailed analysis and a detailed monitoring of the many financial information of the markets, with the aim of early detection of situations considered «interesting» according to the strategy.

This tool is applicable to both markets: the stock and bond market and the derivatives market.