Fixed Income and FX Portfolio Analysis Tool

Keva is looking for a fully functional and operating Fixed Income and FX Portfolio Analysis Tool as a fully hosted SaaS service (Software as a Service) and its support and maintenance as defined in this call for tenders.

Keva is looking for a fully functional and operating Fixed Income and FX Portfolio Analysis Tool as a fully hosted SaaS service (Software as a Service) and its support and maintenance as defined in this call for tenders. Keva needs a new Fixed Income and FX Portfolio Analysis Tool to supplement its existing line-up of tools. The system must be readily compatible with Keva's current Wallstreet Suite portfolio management system. The system will be used for intraday and end of day risk portfolio analysis, performance attribution analysis as well as to analyse the relative risk and performance against benchmark. The system must be able to handle portfolios, composites of portfolios, as well as public and custom benchmarks. The emphasis in choosing this tool is on the ability of the system to aggregate risk from cash and derivatives positions, to perform advanced 1st and 2nd order risk sensitivity analyses of derivatives positions and to perform a comprehensive intraday PnL Explain in absolute and relative terms. A complete set of requirements is stated in Appendix 1.

This contract is not divided into lots because doing so would make implementation technically too difficult, and coordination problems would put the implementation of the project and the system utilisation at risk.