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> KBP Solutions > PMO> PMO |
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 Overview |
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 Overview |
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PMO is KBP¡¯s ultimate on-line
solution for bond portfolio performance management.
Based on KBP¡¯s market-leading bond pricing data
and comprehensive bond indices, PMO operates sophisticated
financial engineering logics with the client¡¯s bond
portfolio performance data to generate various feedback
data and analyses of the portfolio. PMO can support
the client¡¯s bond portfolio performance by providing
high-quality analyses including future portfolio
performance simulations, present portfolio sensitivity
analyses and past performance analyses |
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| Features |
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One-stop analysis of the bond
portfolio in a past-present-future timeline including
portfolio value simulations and past performance
analyses |
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Compare the portfolio performance
with the benchmark index most suitable for the portfolio
and analyze the results |
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Decompose the portfolio into
bullet bonds, option-embedded bonds, cash equivalent
assets(Call, CD, CP, etc.), interest rate futures
and swaps to analyze the individual performance
and evaluate the appropriateness of asset allocation
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PMO provides intensive performance
decomposition analysis for the bond performance,
the primary asset class in most portfolios, by decomposing
the performance into 4 components of bond picking
factor, credit selection factor, market selection
factor and duration selection factor |
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PMO is regularly upgraded
and maintained to suit it to the rapid changes of
the bond market by the original developer, the leading
bond pricing agency KBP |
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| Expected
Results |
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Future performance improvements
for beneficiary certificates and discretionary assets
by quantitative and scientific performance analyses |
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Systematic support for asset
management process formulation and investment strategy
establishment |
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Risk management support with
P/L prediction corresponding to anticipated interest
rate changes |
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Maximization of profit and
optimization of portfolio management processes using
the optimization module |
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Quick analyses and reports
describing the current status of the portfolio |
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Report generation services
for the clients¡¯ portfolio performance |
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KBP
Solutions
PMO
