Portfolio and risk management for institutional investors
Aquantec Ocean combines the key steps of institutional portfolio and risk management into a single platform: from product, position, and market data to valuation and risk analysis, all the way to portfolio simulation and reporting.
Consistent data foundation for the entire portfolio
The portfolio data in Aquantec Ocean provides a reliable foundation for valuation, risk analysis, simulation, and reporting—across the entire lifecycle of a portfolio.
Comprehensive mapping of financial products
From plain-vanilla instruments to highly structured products: Aquantec Ocean supports all relevant asset classes. These include, among others, interest rate, currency, equity, credit, and inflation products, as well as real estate and other illiquid investments.
Aquantec Ocean understands business and market conventions and accurately represents product-specific characteristics and complete payment schedules.
Structured management of trades and positions
Trades can move through front-to-back processes: from capture and validation to ongoing maintenance. Data can be entered manually or imported automatically via configurable interfaces and processes. Categories and hierarchies can be defined to represent the structure of a portfolio. Filters enable users to focus on relevant sub-portfolios or portfolio positions.
Central maintenance of reference data
Currencies, financial calendars, counterparties, seniority levels, ratings, and other reference data are available across the system. In addition, a wide range of options, such as interest calculation methods and business day conventions, are available.
Consistent data foundation for the entire portfolio
Comprehensive mapping of financial products
Structured management of trades and positions
Central maintenance of reference data
Collecting, processing and using market data
Aquantec Ocean manages and uses market data, including both raw and derived data. This provides up-to-date and consistent data for valuation, risk analysis, and simulation.
Automated import of quotes
Market data from various sources can be imported automatically and managed centrally. Quotes include, among others, stock prices, exchange rates, interest rates, CDS spreads, option premiums, and implied volatilities.
Precise construction of curves and surfaces
Using market quotes, Aquantec Ocean generates and calibrates derived market data such as yield curves, default probabilities, volatility surfaces, and dividend expectations. Interdependencies between curves are automatically taken into account. Flexible calibration and mapping methods enable the representation of complex multi-curve structures with varying basis spreads. Interactive charts visualize different aspects of market data and make the effects of curve transformations immediately visible.
Transparent calibration of models
Local and global optimization methods enable the calibration of model parameters and can be configured to meet individual requirements. Dependencies and results remain transparent, traceable, and comparable.
Collecting, processing and using market data
Automated import of quotes
Precise construction of curves and surfaces
Transparent calibration of models
Accurate valuations for all portfolios
Aquantec Ocean prices all financial products using modern valuation models and advanced numerical methods.
The right model for every financial product
Aquantec Ocean offers a broad range of valuation models for products from all asset classes, as well as cross-asset products spanning multiple asset classes. Both fast analytical methods and numerical methods are available, ranging from Monte Carlo simulations to finite-difference methods. Products can be assigned individually or in groups to different pricers and configurable pricing parameters. Alternative assignments enable users to compare the effects of different model assumptions and systematically analyze model risk.
More than just market value
Present value calculations account for early termination rights as well as credit risk and provide a wide range of valuation details, such as expected cash flows and exercise probabilities. These valuations form the basis for risk analyses and simulations.
Scalable in all dimensions
Parallelized calculations can be performed both locally and distributed via Calculation Services. This accelerates calculations when dealing with a large number of transactions, scenarios, and risk metrics.
Accurate valuations for all portfolios
More than just market value
The right model for every financial product
Scalable in all dimensions
A differentiated understanding of risks
Aquantec Ocean analyzes the impact of market movements, stress events, and changes in model assumptions on individual positions, sub-portfolios, and the portfolio as a whole. Risk scenarios and sensitivities, as well as Value at Risk (VaR), are considered. This provides a robust foundation for investment decisions and risk management.
Flexible modeling of scenarios and stress tests
A scenario builder allows users to configure custom “what-if” analyses and stress tests. Interest rate, credit, FX, and other market data can be specifically modified, and can be adjusted selectively, and their impact on the portfolio can be analyzed. Even complex transformations—such as the combined shifting, rotation, and inversion of curves; movements along forward curves; and the appreciation or depreciation of a currency—can be simulated. Derived curves can be recalculated when their input data changes.
Efficient calculation of sensitivities
Key risk metrics such as delta, gamma, and vega can be determined by making targeted changes to market data (e.g., curves and curve segments). The use of algorithmic differentiation enables the precise and high-performance calculation of thousands of risk sensitivities.
A differentiated understanding of risks
Efficient calculation of sensitivities
Flexible modeling of scenarios and stress tests
Modeling of complex curve movements
Proactive analysis of portfolio trends
Aquantec Ocean allows the user to simulate the future performance of portfolios over several years. This involves projecting market and book values, profit and loss figures, liquidity, and relevant key metrics.
Realistic modeling of investment strategies
Customizable rules model investment strategies and their impact on the portfolio. These include, among others, purchases and sales, bond rollovers, rebalancing to target allocations, and fund distributions. This reveals how strategic decisions impact the portfolio over the long term under various market conditions.
Combination with scenarios
The dynamic portfolio simulation can be combined with different scenarios at selected points in time. This allows future stress tests to be simulated within the context of projected market data and portfolio performance.
Basis for long-term decisions
The joint projection of assets and liabilities, liquidity, and profit & loss figures supports decision-making in asset-liability management, strategic asset allocation, and regulatory risk management. Potential strategies can be analyzed across a realistic range of development paths.
Proactive analysis of portfolio trends
Realistic modeling of investment strategies
Combination with scenarios
Basis for long-term decisions
Present results in multiple ways
Aquantec Ocean combines balance sheet, profit and loss, and risk metrics with relevant product and market data. This enables consistent analysis across portfolio management, investment controlling, liquidity management, and regulatory reporting.
Analyze data flexibly
Dynamic queries, interactive tables, and pivot functions allow users to filter and aggregate data based on their individual needs and view it from different perspectives. Drill-down capabilities take users from the consolidated portfolio view down to individual positions and calculation results. Analyses and layouts can be saved and reused for recurring tasks.
Create reports efficiently
Predefined and customizable templates enable users to create consistent reports efficiently. Reports can be generated manually or automated through batch processes and delivered on a recurring basis. Regulatory reports and recurring management analyses can also be seamlessly integrated into existing workflows.
Process seamlessly
Data views and results can be exported and further processed directly in Microsoft Excel. This allows Aquantec Ocean to combine a powerful reporting environment with the familiar tools used by business users.
Present results in multiple ways
Analyze data flexibly
Create reports efficiently
Process seamlessly
Can Aquantec Ocean be integrated into an existing IT and data landscape?
Yes. Aquantec Ocean offers open interfaces for a wide range of data types and integrates easily into existing infrastructures. For data connectivity, it supports file-based bulk import and export as well as automated batch processing through configurable activities via a dedicated batch client.
What product data does Aquantec Ocean process?
Aquantec Ocean covers all common financial instruments across a broad range of asset classes, including equities, fixed-income securities, currencies, inflation-linked products, loans, futures, and structured products or derivatives.
What reference data does Aquantec Ocean process?
The platform manages extensive reference data – including financial calendars, counterparties, ratings – and supports all day count and business day conventions.
What market data does Aquantec Ocean process?
Aquantec Ocean can receive raw market data from a variety of sources (e.g., Bloomberg, Reuters, Markit) and process it into derived market data (e.g., interest-rate and credit curves, volatility surfaces).
Can Aquantec Ocean be integrated with existing portfolio management systems?
Yes. The open interfaces are designed for connecting to existing systems. The specific integration can be designed and implemented together with an implementation partner as part of the implementation process.
Can Aquantec Ocean be integrated with general ledger systems?
Aquantec Ocean can generate accounting entries and calculate book values for all business transactions, and feed this data into subledger or general ledger systems.
What does a typical Aquantec Ocean implementation look like?
Implementation is carried out in close collaboration between the client, Aquantec, and specialized implementation partners. It covers functional design, integration into the existing IT landscape, and in-depth training, which then transitions into ongoing support during day-to-day operations.
Who will support us during implementation?
In addition to Aquantec’s team of business and technical experts, specialized partners are available to support the functional and technical implementation with industry-specific expertise.
How long does a typical implementation take?
That depends primarily on the scope of the requirements and the desired depth of integration. Scope is driven by the complexity of the portfolio and the processes to be mapped. Depth of integration depends on which existing systems, and how many, need to be connected. A timeline can be developed in workshops held before the project kicks off.
Which regulatory requirements does Aquantec Ocean support?
Aquantec Ocean supports key regulatory requirements, including portfolio valuations under various scenarios and stress tests; forward-looking assessments of market and book values under Solvency II and ORSA using a capital market model that complies with BaFin (German Federal Financial Supervisory Authority) requirements; and full traceability of changes to transaction and product data through complete historization.
Does Aquantec Ocean also support accounting?
Aquantec Ocean provides subledger information for financial reporting under German GAAP (HGB), Austrian GAAP (UGB), and IFRS, both for the current portfolio and for forecasting purposes.
Does Aquantec Ocean also support regulatory reporting?
Aquantec Ocean offers flexible reporting capabilities that allow the results of a wide range of analyses to be combined with transaction and reference data.
How is compliance with new regulatory requirements ensured?
Aquantec and its partners continuously monitor regulatory developments and identify specific adjustments needed for the platform at an early stage. These changes then go through the regular development process and are made available to clients through the standardized release process.
How is access to Aquantec Ocean secured?
Authentication is handled via single sign-on, either cloud-based through Microsoft Entra ID or on-premises through Active Directory. Authorization is managed through a role-based access model with flexible group assignment.
Is Aquantec Ocean operated as a cloud or on-premises solution?
The software can run in the client’s own data center or in a cloud environment, depending on requirements. This flexibility is made possible by a modern software architecture that can scale as needed and be deployed across different operating environments.
How does Aquantec Ocean handle computationally intensive valuations?
For computationally intensive valuations, such as the valuation of structured products using Monte-Carlo simulations, a dedicated Calculation Service is available that runs calculations in parallel and on distributed resources.
Is Aquantec Ocean also suitable for very large or complex portfolios?
Yes. Aquantec Ocean has already been used to model very large and complex banking and insurance portfolios with aggregate portfolio volumes exceeding €100 billion.
How is Aquantec Ocean licensed and billed?
Aquantec offers software licensing based on users and modules; the specific model is agreed individually with each client.
Is there an option for a proof of concept or a trial period?
Yes. Aquantec Ocean can be evaluated in a proof of concept based on specific use cases before a decision is made on a production rollout.
What support does Aquantec provide after implementation?
Following implementation, Aquantec provides third-level support directly. First- and second-level support is typically provided by the client or one of the specialized implementation partners, backed by fast, expert assistance from Aquantec’s technical and quantitative specialists on both business and technical questions related to the software.
How often is Aquantec Ocean updated?
Aquantec continuously improves and extends the functionality of Aquantec Ocean and delivers new releases on a regular basis to keep the software aligned with new business and regulatory requirements. Flexible release cycles can also be arranged if needed.
For which institutions is Aquantec Ocean suitable?
Aquantec Ocean is designed for insurers, pension funds, and other institutional investors, as well as banks, credit institutions, and other financial service providers.
Which partners does Aquantec work with?
Are there any reference clients or case studies?
How does the transition from an existing legacy system to Aquantec Ocean work?
Aquantec Ocean supports bulk import and export of products and positions, so existing portfolios can be migrated in a structured way. The specific migration is planned jointly with Aquantec and the implementation partner as part of the implementation project.
How does Aquantec ensure that the platform will meet future requirements?
The software architecture of Aquantec Ocean is based on modular domain-driven design, which ensures flexibility, reusability, and scalability across all layers. As a result, extensions such as new products, models, and regulatory requirements can be integrated seamlessly into the platform.
Are AI-powered features planned or already available?
Valuation and risk calculations in Aquantec Ocean are fully traceable, and AI is not used for them. AI may be used on a complementary basis for supporting functions around the platform, such as data migration, plausibility checks of market data, or operating the software. The core calculations themselves remain unaffected.