Navigate portfolio complexity with confidence.

Systematically generate orders via new capital flows, model adjustments, and target exposure adjustments. Enfusion’s simplified portfolio rebalancing supports capital inflow/outflow, portfolio leveling, or simple percentage adjustments to positions.

Stage, execute, and view orders in real time, access compliance responses, view order fills, easily cancel working orders, and more from your mobile or browser; position data is synchronized across devices.

Execute orders across a wide range of public and private asset classes — from equities to options, futures, fixed income, swaps, FX, and more.

Direct connectivity to 300+ liquidity sources via FIX and other protocols, with automated end-of-day trade and allocation delivery to prime brokers, custodians, and fund administrators.

Establish a smooth link between portfolio managers and traders with seamless connectivity between the native, full-featured OEMS and the PMS.

The compliance application comes with a full library of client, firm, and regulatory rules and the ability to extend and create custom rules for your business.

Unique tools to support the compliance team with support for mobile, dashboards, resolution workflows, rule management, association oversight and management.

Implement multiple severity levels (e.g., warning, note, hard block) according to trading workflow and account/fund/trader mandates.

Sophisticated pricing policies are implemented using our comprehensive “Pricing Arbitration” rules engine. It supports front- vs. back-office P&L views (i.e., theoretical vs. accounting) and allows instruments to be marked with a variety of price sources.

Asset valuation is performed using an embedded analytics engine linked to a FinCad® library, allowing measures to be fully replicated by end clients.

Automate daily reconciliations, settlements, corporate actions, unique financing workflows (rolls/resets), trial balances, and cash balances, all integrated seamlessly.

A single data source powers both IBOR and ABOR views, ensuring consistency across front, middle, and back office.

Allows users to create “What-If” scenarios to assess performance and exposure impact on a portfolio supporting a range of market rate-shifting parameters — including yield curves (tenor or parallel shifts), credit spreads, volatilities, and spot rates.

Scenario generation, analytical risk calculations, and derivation of optimal hedges can be driven by third-party, multi-risk-factor models.

Analytics can be run at both the instrument and position levels, with full support for real-time and historical calculations of implied volatilities, spreads, yields, DV01, and Greeks.