For banks and treasuries
Risk and performance on proprietary and treasury investment books. VaR, ratings, limits and scenarios, without replacing the order-management or core banking stack.
Who uses it and why
See the investment book on a date: duration, credit quality, cash flows and remaining limit capacity before a proposed trade.
VaR, sensitivity and scenario analysis on the same holdings the front office already knows, without a parallel warehouse.
TWR/MWR and contribution when the bank holds a portfolio, not only a trading blotter.
What banks and treasuries run in TrackRecords
Investment-book accounting, risk, limits and API connectivity: not an OMS and not a market scanner.
Risk on the investment book
VaR, duration, DV01 and credit quality at book level, with ready risk reports for ALCO and market risk.
- Parametric and historical VaR
- Duration, modified duration and DV01
- Consolidated ratings
- Scenario analysis
Limits and investment-policy control
Pre-trade and post-trade checks against internal rules: concentration, credit quality, duration and group limits.
- Pre-trade and post-trade checks
- Limit-sheet builder
- Issuer and group limits
- Exception reporting
Holdings, returns and cash flows
Snapshot or transaction-based accounting for the investment book. Contribution and cash-flow forecasts when performance, not only trading PnL, is required.
- Holdings on a date or a full trade history
- TWR/MWR and contribution
- Coupon and principal forecasts
- Reports for ALCO and management
Complements OMS, core and custody
TrackRecords does not execute orders. Trades and holdings come in from the systems you already run. Risk, limits and performance go back through the API.
Data and automationSee TrackRecords in a live demo
We'll walk you through the platform and how it fits your investment process.