Portfolio construction takes place at the most granular, line-by-line level, taking into account transaction costs and depth of market not only for physical assets but also for derivatives where these are required to support the trade. Dexagon’s New Business Optimisation takes into account publicly available assets as well as prospective private assets.

Create a new business portfolio that reflects your views by using our comprehensive constraint features that range from internal to regulatory. Generate trades while still adhering to constraints that range from high-level sector and rating constraints and customized collateral consumption limits, to granular line-by-line limits and everything else in-between. If the data is available, our technology can create the constraints around it.

Dexagon’s portfolio construction process for new business takes into account the existing portfolio of assets and liabilities and can adhere to constraints at the new business level as well as at the post-transaction back book level. This allows for the creation of synergies between existing and new business portfolios throughout the construction process.

We understand that every business is unique. Our technology can run both on the Standard Formula as well as integrate with your internal capital models and metrics.