StatPro releases upgrade to Revolution cloud services

StatPro, the provider of analytical tools to the asset management industry, has announced upgrades to its cloud based Revolution software service.

Among the upgrades, Revolution now enables users to oversee risk and exposure of selected portfolios for compliance with Ucits IV regulation, incluiding limits for monitoring and ‘traffic lights’ to enable early warning and identification of breeches.

The service can now upload and recognised stocks that have multiple listings. Users can identify specific listed securities by ISIN, Sedol, ticker and so on, or change the listing of an existing security in portfolio holdings. Different listings of the same stock can be maintained on a separate or aggregated basis. This enables analysis by country or currency, but on an aggregated basis across GICS sector.

Fixed income analysis can now be done on the basis of using either the interbank yield curve, or selecting the government bond curve. This allows analysis of different spread and curve effects.

StatPro has added two fixed income classifiers: Issuer Primary Sector and Issuer Secondary Sector, for putting bonds into categories such as sovereign, utility, public, agency and so on.

Additionally, Value at Risk calculations that previously were set by default at a timeframe of two years, can now be user selected for either one or two years.

 

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