We are excited to announce significant upgrades to our industry leading Partners Platform technology. The latest enhancements will allow:
- greater personalisation of allocations and output of portfolio modelling
- simulate asset returns with non-log-normal and customised return distributions
- measure the impact of changes to discount rates on asset and liabilities
- analysis and forecasting against the Your Future, Your Super performance test metrics.
To learn more about the Frontier Partners Platform, watch this video or contact us. In the highly respected Peter Lee Associates investment management survey, Frontier has been ranked first in all categories covering digital tools since the survey began measuring asset consultant’s technology offerings.
We have a series of webinars to update existing technology subscribers to the changes but also to introduce the technology to anyone not familiar with the Frontier Partners Platform. If you are interested in the Your Future, Your Super webinar or the Liability driven investor webinar reach out to us at pp@frontieradvisors.com.au to access the OnDemand webinar.
New functionality
Your Future Your Super
The Partners Platform to answer important questions against the Your Future, Your Super performance test, including:
- How has the performance of your Fund tracked against the test?
- What are the predicted required returns over the next five years to pass the test under a range of market scenarios and given prior relative performance?
- How much of the predicted excess return (relative to the benchmark) is SAA-beta, DAA-alpha and manager alpha?
- What is the forecast tracking error (relative to the benchmark) in normal or stressed market conditions?
- What is the contribution of each asset class to tracking error (relative to the benchmark)?
The Your Future Your Super product is pre-loaded with official asset class benchmark returns and fees, options, and historical data loaded from APRA and SuperRatings. You only need to choose the assumptions for forward looking calculations, which can be either Frontier supplied or your own defined inputs.
The Your Future Your Super product is integrated with Portfolio Analytics via a separate subscription.
Asset Liability Management
The Asset Liability Management module is designed to allow liability driven investors to measure the impact of changes to discount rates on asset and liabilities and can be used to:
- Model expected outstanding claims and premium liability cashflows over future periods with the ability to change inflation, superimposed inflation, and discount rate assumptions.
- Model expected investment returns and measure prospective solvency against balance sheet target ratios.
- Model the impact of changes in loss ratios for individual product classes.
The Asset Liability Management module is available to LDI Portfolio Analytics subscribers at Tier 2 (Complete) level and above.
Stochastic Simulator
The new simulation capabilities of Portfolio Analytics allow you to simulate asset returns with non-log-normal and user-defined customised return distributions. We have also enhanced the functionality of risk hedging with derivative overlays, such as options strategies and monetisation. When modelling the risk and returns of your portfolio, the new Stochastic Simulator provides a range of new capabilities:
- Simulate asset returns with non-log-normal and user-defined customised distributions.
- Enter derivative overlay strategies such as downside hedge, profit generating using combinations of puts, calls, put spread, call spread and long/short options legs.
- Dynamically simulate the inflation variable and stratify the simulated outcomes into different CPI levels.
The Stochastic Simulator module is available to Portfolio Analytics subscribers at Tier 3 (Advanced) level.
Enhanced personalisation and allocations
You now have the flexibility to personalise outputs of all modules on Portfolio Analytics. Using enhanced personalisation, the charts and tables which are produced across the different modules can be enabled or disabled through the account settings, enabling projects to be optimised to only include outputs that are needed.
The allocations grid has been replaced in Portfolio Analytics. This has resulted in a range of new, more user-friendly functionalities which include:
- Fast filtering and sorting of asset classes, allowing quick access to the most relevant asset classes in the allocations grid
- Cut and paste, allowing allocations to be easily imported into the grid from applications such as Excel
- Bulk export, allowing allocations to be exported as an Excel or CSV file for use in other applications
- Re-ordering of portfolios with drag-and-drop functionality
- Renaming and quick deletion of selected portfolios
- Bulk deletion of selected portfolios
Enhanced personalisation and allocations are available to Portfolio Analytics subscribers at all subscription levels.
If you wish to discuss these enhancements in more detail contact the Partners Platform team using the in-application support capability, or through pp@frontieradvisors.com.au
