Institutional Investment and Liability Accounting, Management and Reporting

The Portfolio Genius System provides full coverage of the fixed income and liability instruments in your portfolio, including:

  • Accuracy in accrual, accretion and amortization in conformity with the current Generally Accepted Accounting Principles (GAAP) for concessions on debt, fees, premiums, discounts and accrued interest (calculated using various day count methods, and the International Financial Reporting Standards (IFRS)
  • Accuracy in the maintenance, tracking and projection of the financial terms of fixed-income securities as related to principal and interest payments, coupon rates, rate resets, call dates, MBS and CMO factors, CPRs and PSAs, and maturities. You can base interest rates on a mathematical formula with embedded index, caps, floors, etc.
  • Advanced analytics providing total return, projected cash-flows, stressing the portfolio, and bond pricing using a matrix.
  • Automated back office functions such as: automated data entry, maintenance, business calendar maintenance, principal and interest payment calculations, and reconciliation.
fixed income instrument coverage
liability instrument coverage

System calculations are compliant with industry-standard principles when applicable, including:

  • Generally Accepted Accounting Principals (GAAP)
  • International Financial Reporting Standards (IFRS)
  • Securities Industry Association (SIA) guidlines
  • Financial Accounting Standards Board (FASB) statements
    • FAS 91
    • FAS 115
    • FAS 115-2
    • FAS 133
    • FAS 155
    • FAS 157
  • Global Investment Performance Standards (GIPS) as created by the Chartered Financial Analyst (CFA) Institute
  • Uniform Practices by the Public Securities Association (PSA)
  • New proposed CECL guidelines for debt securities

What You Get With the Portfolio Genius System

Application Security Module

This module provides a logon validation process and works in conjunction with Microsoft Windows and Microsoft SQL Server security implementations.

General Ledger Module

This module manages the chart of accounts with no limit to the number of line items for either the balance sheet or the income statement.

Mark to Market Adjustment Module

This module performs backdated mark to market adjustments on your portfolios and tracks the adjustments in an audit log.

Payment Reconciliation Module

This module reconciles the amount of actual cash (principal and interest) received for a holding against anticipated amounts calculated on the holding and CUSIP data.

Pledge/Safekeeping and Collateral Tracking Module

This module manages pledge and safekeeping information and tracks collateral on repurchase and reverse repurchase agreements.

Report Manager Module

This module provides essential reporting, enabling users to apply filters and set date parameters, create batches, roll reports into holding company reporting, create consolidated reports, create graphs, add custom reports (via Crystal Reports or SQL Server Reporting Services), and more.