Batch families
- NAV Calculation: pricing ingestion, portfolio valuation, accruals, fee computation, official NAV publication
- Fund Accounting EOD: journal posting, trial balance, P&L crystallization, multi-GAAP adjustments
- Reconciliation: custodian position matching, cash reconciliation, transaction-level breaks
- Corporate Actions: ex-date processing, entitlement calculation, election processing, cash/stock distribution
- Pricing: Bloomberg BVAL ingestion, Reuters EOD snap, late price corrections, fair value adjustments
- Reporting: client reporting packs, regulatory report generation (UCITS, AIFMD Annex IV), data warehouse load
NAV calculation orchestration
The Asset Atrium Scheduler executes NAV calculation as a dependency graph of parameterized jobs. Each step has pre-conditions, produces auditable outputs, and supports idempotent reruns.
flowchart TD
START([NAV Batch Window Open]) --> PRE[Pre-checks: calendar, pricing sources, locks]
PRE --> PRICE[Ingest EOD Prices - Bloomberg BVAL / Refinitiv]
PRICE --> ACCRUE[Calculate Accruals - fixed income, dividends]
ACCRUE --> VAL[Portfolio Valuation - mark-to-market]
VAL --> FEE[Fee Calculation - mgmt fees, perf fees, admin fees]
FEE --> NAV[Compute Official NAV per share]
NAV --> PUB[Publish NAV to Transfer Agent / Fund Admin]
PUB --> HIST[Historization - snapshot to data warehouse]
HIST --> END([NAV Batch Window Close])
PRE -->|missing prices| ABORT[Alert: pricing incomplete]
PRICE -->|late corrections| PRICE
VAL -->|rerun safe| VAL
Key design requirements
- Dependency sequencing: pricing must complete before valuation; valuation before fee calculation; fees before NAV.
- Idempotency: rerunning NAV calculation for the same fund/date produces identical results given same inputs.
- Partitioning: batches segment by fund domicile zone (APAC, EMEA, Americas) for parallel processing.
- Observability: every batch step emits duration, row counts, and completion status to Splunk.
- Late price handling: configurable wait windows per pricing source; fallback to prior-day price with flagging.
Asset Atrium Scheduler CLI
# Run NAV batch for EMEA funds with explicit valuation date
at-scheduler run \
--batch-family nav-calculation \
--zone EMEA \
--valuation-date 2026-03-01 \
--max-parallel 12 \
--retry-policy per_fund \
--pricing-source BVAL,REFINITIV \
--dry-run false
Zone-based execution
Asset Atrium runs the same NAV batch graph multiple times — once per processing zone. Each zone has its own market calendar, NAV cut-off time, and pricing source configuration. APAC funds process first, followed by EMEA, then Americas.
Zone-based batch execution pairs with Multi-Time Zone Processing
for detailed calendar and cut-off time configuration.