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pdm - Asset Allocation

pdm - Portfolio Decision Maker

portfolio decision maker

The Portfolio Decision Maker (pdm) is a powerful standard software for an integrated  portfolio management that is both risk optimized and profit oriented.

The system generates efficient and consistent key forecast figures for risk and profit on all levels.

Based on the business and risk strategy, the pdm supports the

  • Strategic asset allocation
  • Management of risk and strategic limit

Using the pdm provides:

  • Identification of realizable risk / profit optimized target portfolios considering your specific business structure
  • Efficient management of economic and regulatory capital
  • Efficient definition of a risk strategy and consistent limit structures
  • Gaining optimized target capital yield (e.g. RORAC and RoE)
  • Avoiding "trial and error" approaches at forecast

So, the pdm is an optimal tool to systematically increase the risk / profit relation of your portfolio.

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The pdm supports you in a portfolio management that is both risk and profit optimized.

  • The pdm is based on innovative techniques of risk measuring and portfolio optimization
  • The pdm is used as a planning and management instrument the level of the whole bank or on sub-portfolio level

The standard software pdm consists of two modules, each fulfilling special functional features.

Planning module

Optimal target portfolios are identified using adequate optimization algorithms and are then translated into operative management guidelines for the local units / profit centers. The pdm determines the efficient border and the current position of the initial portfolio in relation to the line of efficiency.

The system evaluates standard risk / profit figures, like RORAC or RoE. Those figures are used as management guidelines for the operational business.

Knowing the optimized portfolios helps to deduct decision guidelines to reach more efficient and consistent risk / profit strategies.

P/L Module

The implications of the target portfolios on the P/L cash values are simulated by a delta-analysis. The simulation uses different forecast scenarios which are recorded for each defined asset class.

Needs for refinancing the target portfolio that might occur are also considered in the simulation. Different possibilities of refinancing can be defined down to the level of the instrument.

Each module offers a a powerful standard report providing an efficient analysis of various target portfolios and P/L-simulations.

The standard software pdm is based on a strict differentiation between IT environment and functional content. The IT platform provides a simple and intuitive way to configure functional methods and to distribute these to the various business processes of the company.

Due to the flexible configurability of the data and UI structures, the pdm can be adapted to individual portfolios, their data structures and functional requirements concerning risk management. 


The IT platform performs the following tasks:

  • Representation of the company specific authorisation concept
  • Persistent data storage and data history
  • Establishing interfaces independent of business-related methods
  • Providing a consistent and current data warehouse for reports

The functional content can be configured per module by a special authorisation level.

Furthermore, e.stradis supports the implementation processes with highly qualified expertise and specialized knowledge in comprehensive bank management.

The pdm is a powerful Java-based standard software that runs on a scalable, heterogeneous infrastructure.

The system is used as a browser application without a local installation on the user's computer.

Interfaces
To connect external systems, the pdm provides different interfaces for the import and export of data.

  • Microsoft Excel import / export
  • Web-services (REST, SOAP, XML-RPC, etc.)
  • Functionality
  • Features
  • Technology