Portfolio Genius

Overview

Portfolio Genius is TPG’s core system, providing investment management and accounting for both the asset and liability sides of your balance sheet. The system provides:

* Accuracy in accrual, accretion and amortization in conformity with Generally Accepted Accounting Principles (GAAP) for concessions on debt, fees, premiums, discounts and accrued interest (calculated using various day count methods)
* Accuracy in the maintenance, tracking and projection of the financial terms of fixed-income securities as related to principal and interest payments, coupon rates, rate resets, call dates, MBS and CMO factors, CPRs and PSAs, and maturities
* The ability to base interest rates on a mathematical formula with embedded index, caps, floors, etc.
* Advanced analytics providing total return, projected cashflows, stressing the portfolio, and bond pricing
* Automated back office functions such as data entry, maintenance, business calendar maintenance, principal and interest payment calculations, and reconciliation



All formulas used within the system’s calculations comply with guidelines established by:

* The Securities Industry Association (SIA)
* The Financial Accounting Standards Board’s (FASB) published requirements, including FAS 91, FAS 115, and FAS 133
* The Global Investment Performance Standards (GIPS) created by the Chartered Financial Analyst Institute (CFA Institute), unless instructed otherwise
* The Public Securities Association (PSA), published in the Uniform Practices by PSA (when appropriate)



The system provides the ability to process purchases, sales, principal redemptions, and interest payments for a wide range of investment/liability securities, including but not limited to:

* U.S. Treasury Bills, Notes and Bonds
* U.S. Agency Bonds and Discount Notes
* Inflation-Indexed Bonds
* U.S. Agency Structured Notes (with various payment indices, formulas, and embedded options)
* Index Amortizing Notes

Benefits