Case Study

Cost of Carry Visualizations

About the company

The client's challenge was that they have an extensive Excel sheet executing a prime brokerage waterfall model to calculate cost of carry for their portfolio manager's position sets. Cumulatively, this was a couple hundred thousand rows and upwards of 40 columns, making the calculations hard to visualize meaningfully.

Challenge

The client wanted a unified data visualization frontend that allows it to better leverage and analyze its complex cost data.

Solution

Within one week, we created and delivered a dynamic dashboard that takes the data and presents it in a number of different, customizable visualizations. The dashboard is permissioned so that when a PM logs into the web server, they only see the positions relevant to their portfolio, but a higher-level user can see all positions across the firm.

Benefits

We were able to significantly expedite the analysis of cost of carry calculations and build a dashboard with an intuitive UI to all stakeholders.

Aggregate data for the most important metrics are shown in the dashboard header and grouped further in a tree table by deal name
A dynamic heat map provides a more visual representation of each metric with portfolio, deal, and position-level granularity

3forge Solutions

The client was able to resolve their requirements with the following capabilities:

Heat Mapping

A historical financing trends chart that reflects the heatmap selection to show the most important data at a glance.

Customizeable Dashboards

With the Treasury team representing 507-60% of total dashboarding use cases in the fund, this case study proves that 3forge is the most effective way to unify different data sources, workflows, and business needs.

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