Plausibility checks on portfolio version master data
Portfolio service plausibility check" module
Examination | Active | Severity | Description |
|---|---|---|---|
Asset allocation | Note | Checks whether an asset allocation is assigned to the portfolio version. | |
Evaluation currency | ✓ | Note | Checks whether a value has been assigned to the "Evaluation currency" field. |
Benchmark | ✓ | Note | Checks whether a value has been assigned to the "Benchmark" field. |
Benchmark 2 | Note | Checks whether a value has been assigned to the "Benchmark 2" field. | |
Supervisor | ✓ | Warning | Checks whether a supervisor is assigned to the portfolio version. |
Financial portfolio management | Note | Checks whether a value has been assigned to the "Financial portfolio management" field. | |
Investment agent | Note | Checks whether a value has been assigned to the "Investment agent" field. | |
Profile key | Note | Checks whether a portfolio profile is assigned. A profile key of an existing profile must be stored for this. | |
Reporting frequency | Note | Checks whether a value has been assigned to the "Reporting frequency" field. | |
Restrictions defined | Note | Checks whether restrictions are defined. | |
Risk limit | Note | Checks whether a risk limit has been assigned. | |
Scheduled Reporting active | Note | Checks whether a value is assigned to the "Scheduled Reporting active" field. Both an activated and a deactivated checkbox are permitted; only the undefined status ("blue square" in the checkbox) causes the check to fail. | |
Scheduled reporting configured when active | ✓ | Warning | Checks whether both the reporting profile and the reporting frequency are stored if the "Scheduled reporting active" checkbox is activated. |
Loss threshold portfolio | ✓ | Note | Checks whether a value (not equal to 0) is assigned to the "Portfolio loss threshold" field. |
Loss thresholds maximum 10% | ✓ | Note | According to MiFID II applies from 01.01.2018: The "portfolio loss threshold" may not exceed 10% for portfolios under financial portfolio management. For holders of the customer type "Private customer", the "Securities loss threshold" may not exceed 10%. This check monitors compliance with these limits. |
Version valid from | Note | Checks whether a value has been assigned to the "Version valid from" field. | |
Version designation | Note | Checks whether a value has been assigned to the "Version designation" field. |