IUCM 2022 – an in-person networking event for SimCorp clients
29 April 2022
By Igor Tesinsky
Intellibonds sponsored the SimCorp IUCM 2022 event and participated as an exhibitor with a stand to present our joint product workflow to SimCorp clients.
The International User Community Meeting (IUCM), the largest gathering of the SimCorp community, is an immersive three-day event exclusively for SimCorp users, partners and system experts. The in-person networking event in Nice was packed with engaging sessions for industry peers in the investment management space to connect. Top speakers presented demos of the latest tech and and delivered business insights.
As a sponsor and an exhibitor of the event, Intellibonds showcased our integrated product workflow that optimises clients’ portfolios in SimCorp’s investment management platform, SimCorp Dimension, using Intellibonds’ solution.
Through the integration, Intellibonds’ platform enables users to import their portfolio positions from SimCorp Dimension in one click. Once users save their portfolio, they will access the statistics and insights on their current positions, such as the initial yield to the worst of the portfolio, IB liquidity score, ESG score, etc.
Users can also gain additional information using the widgets in our intuitive platform for more insights at the security level. Harnessing Machine Learning and Artificial Intelligence, we have trained algorithms to calculate key ratios and generate predictive risk data and financial metrics in areas of Asset Coverage, Cash Flow, Market Leverage and others. Moreover, our solution provides users with a relative value tab that compares a bond’s key value metrics with its closest peers.
The peer group plays a pivotal role in optimising outcomes that matter to users by suggesting alternative trades to users if they have opposing views on certain bonds or issuers.
To enhance users’ portfolio optimisation, we provide users with an optimiser tool that allows users to specify different optimisation parameters. For example, users can adjust their portfolio’s duration, credit rating, and turnover limit. Enabling the construction of highly customisable portfolios, users can apply a whole host of filters, constraints and objectives. They can set sector, rating, issuer, currency and country-related constraints and incorporate users’ proprietary quant and risk models. Each constraint can be specified in absolute or relative terms to the selected benchmark. Users can also access the custom builder for more specific constraints, allowing them to construct portfolios tailored to their needs and objectives.
Once completed, a user simply needs to save their portfolio setup and click ‘Optimise’ to view the optimisation results. The platform generates a list of trades and import them into SimCorp Dimension via API to generate a trade order and proceed with the execution.
Watch our demo video for more information on how Intellibonds’ joint product workflow with SimCorp helps users control, manage and optimise their portfolios.