Grid Reporting.

View your portfolio 360°

Whether it is to get a quick portfolio overview, set up some notifications and email alerts to manage lifecycle events, or even compute advanced quantitative analytics: LexiFi Apropos Grid Reporting is the answer. In essence, reporting “views” can be customized to match internal and regulatory needs but also to improve monitoring activities.

Pre-existing reports are available by default however, the Grid Reporting tool is characterized by distinctive features which allow for content and design flexibility, including the ability to:

• Add directly in reports fields or filters of your choice on the fly, with no programming or IT skills required using the “View Inputs” technology

• Trigger price or risk metrics computations, send emails or notifications directly from a view

• Get web rendering inside the desktop application allowing for report design flexibility

• Export reports to Excel, PDF, HTML and JSON files. Once satisfied with the content and format, users can automate the creation of documents containing these reports

All these features allow LexiFi Apropos users to easily create reports that help them keep a clear overview of their activity, improve client services and save time and resources on reporting processes.

Generic reporting

Users generate reports on a per-contract, per-trade, per-book and per-party basis, or even combine different elements. The Grid Reporting tool gives access to nearly all LexiFi Apropos modules and metrics thanks to the software’s integration and aggregation capabilities. LexiFi’s core technology allows for building customizable tables containing information available in the software’s database.

Users generate reports on a per-contract, per-trade, per-book and per-party basis, or even combine different elements. The Grid Reporting tool gives access to nearly all LexiFi Apropos modules and metrics thanks to the software’s integration and aggregation capabilities. LexiFi’s core technology allows for building customizable tables containing information available in the software’s database.

Figure 1: Quick overview report example with links to access individual contract pages and a pop-up for more details.

To simplify product monitoring and lifecycle event management, grid reports may contain alerts in the form of conditional format changes, on-screen messages or emails triggered either manually or in an automated way. Each client can implement additional custom notification and alert workflows to replicate or improve existing processes.

This empowers users to create dynamic and interactive reports or ‘views’ to meet in-house specifications or regulatory standards.

Figure 2: This report shows how users can monitor barriers using color codes to help get a quick overview.

Personalized views with custom inputs

Many users need similar reports for different portfolios or just want to change some inputs to suit a specific client or context. It could be to include, exclude, change or filter information such as dates, charts, underlyings, counterparties, or even calculated metrics.

Rather than create individual, customized reports for each context, the “view inputs” allow users to swiftly tweak documents. LexiFi Apropos users select and insert custom fields to filter, sort, and include an “action”, instantly creating a user interface inside the report. These “view inputs” in LexiFi Apropos give users the flexibility to run on-the-fly analyses and calculations in reports or pages in the application. More details about View Inputs can be found in the following Monthly Focus: generate documents and web pages in a custom environment.

Figure 3: Solve for coupons to find the best underlying combination thanks to user-inputted parameters using the view inputs technology.

Dynamic reports for action

Grid Reporting in LexiFi Apropos can be “action” oriented. Users may design reports to update information in batch such as:

• Change attributes, add or remove underlyings, counterparties etc.

• Generate and save documents in batch

• Trigger alerts or notifications such as email notifications with relevant attached documents that can be generated instantly from the report itself or any information in the database. This process can be fully automated, or manually triggered to personalize the email for example. Find more about event notifications in the Event Notifications and Product Renewal Monthly Focus.

• Run pricing operations and save results

Exports and integration with third-party systems

Reports can be used for light integration with other systems as they can be readily exported to JSON, CSV, Excel files, text files, etc. Information can thus be shared with front, back, or middle office departments.

Users can also save reports as PDF or Excel documents to share with clients or other company departments for administrative tasks, including billing.

Common use cases

Update contract information and define custom attributes

Users update their database in batches with information calculated via the Grid Reports. A custom contract or portfolio metric can be computed in a report and automatically reflected in the database. Users may even create tags to facilitate their user experience and allow for batch processing.

Perform price discovery

LexiFi Apropos users access different quantitative and pricing tools inside their reporting views. The interactive possibility that our Grid Reporting module offers make it a suitable tool to perform pricing discovery such as solving for coupons or other product parameters.

Compute risk scenarios

Reporting tools offer the ability to trigger price or risk computations directly from a view. What-if analyses and Greeks’ overview are usually embedded in internal and regulatory reports.

Automate regulatory reports

Grid Reporting is used to automate the computations and generation of regulatory reports such as SIMM or FRTB.

Run portfolio simulation

Users improve the efficiency of their portfolio day-to-day and minimize operational risk with the reporting tool’s alert and notification options.

Figure 4: The Portfolio Simulation view: an interface that allows running portfolio scenarios while interactively changing portfolio parameters as well as scenario dates and shocks.