Thames River Capital has deployed Horizon Portfolio Management in its London office.
âWe needed a solution enabling us to manage more effectively our risks and monitor our positions, performance, exposure and asset allocation. âThe reason we chose Horizon is that the system deals with a wide variety of instruments including bonds, FX, equity and many types of derivatives such as FX forwards, futures, options, CDS (credit default swaps), IRS (interest rate swaps). The system also has an extremely powerful display capability which allows a multi-asset portfolio to be ordered in a variety of waysâ, said Mr Chris Currington, chief operating officer of the Global Credit Division. âImportantly the system uses live prices from authorised external sources, enabling our multi-asset portfolios to be viewed in real-timeâ.
âHorizon portfolio enables our Global Credit team to view real-time pricing and P&L on complex instruments types in a very user friendly modern front end. Product support has been extremely good with knowledgeable support staff resolving issues in a timely manner.â said Neil Tunley, IT Director of Thames River Capital. âIn addition, the open architecture provides for feeds to prime brokers as well as feeding our risk management system.â