From a date
Rebook a consolidation, or only revalue it, from a date you choose.
Principle 2 · Transactions
Everything calculated from transactions. At any time, again.
In Core a position is not an input but a result. Every position, every value and every return comes from the booked transactions, and can be recalculated from them, from any date.
- Millionsof transactions processed per year
- 15+bank interfaces in production
When the past changes
One correction, three months back
A dividend arrives with the wrong amount, and the correction comes weeks later. In Core that is not a special case.
Value date of the correctionyesterday
- 01
The correction is booked
With the value date on which it economically happened, not the day it arrived.
- 02
Core rolls the state back
For every consolidation affected, to the day before the value date. Everything before that stays untouched.
- 03
From there it recalculates
Booking and valuation, day by day, up to yesterday. Afterwards position, value and return are right again, retroactively too.
A corrected price takes the shorter route: it resets only the valuation, and the bookings stay as they are.
On demand
Recalculate whenever you want
From the beginning
Discard all states and rebuild them from the transactions. The result is the same, because the source is the same.
In the order you need
Booked by value date, by trade date or by booking date, depending on which view is asked for.
Data in
From the custodian into the booking
More than 15 bank interfaces are in production, to custodians and data vendors, each with its own format. Cinnamon Interfaces brings the building blocks for them, and a new connection is made from the same building blocks.
SWIFT
Parsers for 20 MT message types, from securities settlement (MT 54x) through statements of holdings (MT 535/536) to account statements (MT 940).
XML and CSV
A declarative XML parser, and mappers for transactions, positions, prices and master data.
Sample data without client data
Export of the book as JSON, anonymised on request, for tests and demos.
Connected data vendors
Master data, prices, indices, ESG and real estate data come straight from the vendors into Core, ready there for valuation, benchmarks and reporting.
- BloombergMaster and price data
- MSCIESG data and indices
- ISS ESGESG data
- SIXIndices
- FTSEIndices
- J.P. MorganIndices
- AlphapropReal estate data
Reconciliation
Core does the reconciling, not the custodian
The custodian delivers its positions but confirms nothing. Core does: because it calculates every position itself from the transactions, it checks each one against the bank’s delivery. It compares quantity, market value and accrued interest, within tolerances you set. Every position is then reconciled, different or missing. A difference can be investigated, or aligned with a corrective booking that stays visible as a transaction.
- reconciled
- different
- missing
- open
Next step
Your structure, booked in Core
In half an hour we show how Core books a transaction, forms a consolidation and calculates its return, and talk through how your mandate structure would look in it.
Free slots in the calendar, no Microsoft account needed.
Opens your mail client with the enquiry prepared.
Or call us:+41 44 454 84 84
Your contact
Thomas Tscherrig
Cinnamon · bmpi AG