Limina offers the first all-in-one solution for hedge funds, mutual funds and service providers. With Captron, streamlined work processes becomes reality. User experience is our top priority, and we have designed Captron to be a true pleasure to work with. Captron consists of six different modules, you decide which set-up suits you best!
As your requirements increase, you can easely add modules to Captron to fully achieve an automated and streamlined management. Below you will see all modules available in the Captron suite today.
Order Management System
Maximum automation by fully electronic trace, regardless on how you place your order (even if done over phone!).
We have electronic connectivity to terminals (Bloomberg EMSX, TSOX, VCON and Infront) and directly to your brokers.
The order management module can assist you in automatically creating bulk orders e.g. based on model portfolios or scaling the portfolio up when you have inflows in the fund or selling everything in a certain instrument across all portfolios at once.
Portfolio Management System
The core of Captron is a cash flow based portfolio management system with broad asset coverage that seamlessly integrates with the rest of the Captron Suite to cover the whole transaction life cycle automatically. Enjoy a high degree of automation – from transaction import and instrument setup to position generation – all with full audit trail and configurable workflows as well as permissions.
With valuations as mark-to-market, theoretical or from external sources and P&L calculated according to GIPS standards, our intuitive dashboard and reporting functionality with smart tools gives you a perfect view of your positions on any aggregation level.
Our portfolio management system holds a complete record of all your trades and cash flows, fully audited. It also carries the ability to shadow your NAV calculations by schedule with efficient and transparent tools.
Designed for connectivity with major market data providers, our Market Data API enables you to quickly get access to price quote feeds, reference data and corporate actions with minimal effort. The advanced entitlement system for price data ensures that users can see only the data they have provider and exchange license for – on a per figure level.
We can offer included market data through our partners and we can even maintain data for you, e.g. interest rate curves for full credit- and interest rate risk calculation.
Real Time Risk
Our high-performance risk module delivers exposures and sensitivities (rate buckets, greeks etc) in true real-time, allowing you to keep up with even the most volatile markets.
The broad range of supported asset types – from standard listed products to complex interest rate and equity derivatives – is designed to meet the needs of even the most complex strategy hedge funds. Leveraging the innovative calculation engine in Captron, all calculations are delivered with full transparency, allowing for full drill down into any risk measure.
Ensure pre-trade as well as continuous compliance with the Pre-trade Compliance module, seamlessly integrated with the rest of Captron. The compliance dashboard enables easy monitoring and documentation of current status and any breaches, including historical audit – all access controlled via the advanced permission system in Captron.
The compliance module comes pre-configured with several standardised limits given your regulatory frameworks (such as UCITS), and the flexible limit engine allows you to create virtually any custom numerical limit to ensure you are always in full compliance.
Scenario Risk Analysis
Easily stress test your positions with industry standard Value-at-Risk calculations, using configurable time horizons and confidence levels. The scenario risk module also enables what-if analysis on 10+ pre-configured scenarios including bull/bear markets, lookback scenarios and liquidity chocks.
For custom scenarios, simply create your own risk factors, apply exposure for instruments to your custom risk factors and apply changes to the factors. This allows for extreme freedom in terms of custom scenario simulation.