Thinkfolio supports front-office credit workflows across portfolio construction, exposure management, pre-trade analytics, scenario modelling and trade implementation.
Built for credit portfolio managers, analysts and traders, Thinkfolio provides a consolidated view of portfolio exposure, risk and performance across issuers, sectors, ratings, regions, currencies, maturities and liquidity buckets. It supports investment grade, high yield, leveraged loans, emerging-market credit and structured credit workflows across multi-portfolio and multi-mandate environments.
Thinkfolio combines market reference data, pricing and portfolio data with client-defined classifications, proprietary attributes and custom calculations. Look-through analytics help expose indirect and underlying credit exposures across funds, sleeves, vehicles and composite holdings.
Native analytics support credit decision-making with yield, spread, OAS, duration, spread duration, convexity, DV01, CS01 and concentration views. Scenario and stress testing enable teams to assess the impact of rate moves, spread shocks, rating migration, downgrade risk, defaults and recovery assumptions before trade execution.
Pre-trade modelling allows users to test buys, sells, switches, trade lists and rebalance-style changes against portfolio exposures, benchmark-relative positions and key risk measures. Trade-cycle workflows then connect investment decisions to approvals, routing, execution connectivity, STP, post-trade matching and oversight.
Reference data, pricing, portfolio holdings, proprietary data and user-defined classifications in a single front-office credit workflow. Supports custom attributes, calculated fields and downstream extracts for reporting, oversight and data platforms.
Support for investment grade, high yield, leveraged loans, emerging-market credit and structured credit workflows, including corporate bonds, loans, CDS, credit indices, TRS and credit-linked instruments where configured.
Exposure analysis across funds, sleeves, vehicles and indirect holdings to identify true issuer, sector, rating, country, currency and strategy-level credit exposures.
Scenario modelling for rate shifts, spread widening or tightening, rating migration, downgrades, defaults and recovery assumptions, with visibility into portfolio and benchmark-relative impact.
What-if modelling for buys, sells, switches, cash-neutral repositioning, duration-neutral changes, trade lists and rebalance-style workflows before orders are routed.
Issuer, curve, spread-to-benchmark and risk-adjusted return views to support trade selection and portfolio repositioning.
Trade-cycle workflows from idea to model, approve and route, with broker restrictions, routing controls, auditability, STP automation and FIX connectivity to EMS and trading venues where configured.
MiFID II reporting, CTM matching, TCA and best-execution review to support regulatory, operational and trading oversight.