One engine from the lease line to the fund return. Every asset modelled monthly, rolled up through portfolio and fund, with valuations, scenario analysis and institutional reporting drawn from the same numbers.
Book a 30-minute callA comprehensive platform to support your analytics and reporting processes. Finally, a platform that represents your analytics and reporting process from start to finish.
From the individual lease to fund structures, in one place.
Leverage your research and team experience to run your business cases and stress tests.
A single source of truth. Respond with confidence to investor queries.
Institutional reporting is expected to show its working: how the number was reached, what stands behind it, and what would move it.
Lease terms, capital expenditure, debt, JV structures and fund mechanics, at the level of detail an auditor works in.
A house forecast or a provider's scenario set, run across a fund, a sector, or a single asset, on the same basis.
Three years on, compare what an asset was underwritten on with what it actually delivered.
PROMS Enterprise models every asset from the lease up, through capital expenditure and operating costs, then carries that detail into debt, JV structures and fund mechanics on a single engine. Work at whichever level the question needs: one asset, a sector within the book, or the whole fund. A change at asset level flows through to the fund result, and every figure in that result traces back to the input behind it.
Asset cashflows built from lease events, capital expenditure, operating costs and void assumptions, with debt and JV structures applied on top. Every major CRE asset type, in any currency.
Scenarios and sensitivities run off a central, version-controlled assumption set, from a base case to a provider's full range. Apply them to one asset, a sector, or the whole fund.
Portfolio and fund-level output for LPs, investment committees and auditors, produced on the same basis each quarter and reproducible years later.
Model the asset and its business cases, then test each against the house view or a provider's scenario set. Add the preferred case to the portfolio to see the effect at fund level, including which disposals would fund it.
A deal is judged against the book it would join, rather than on its own.
Each quarter runs on the same basis as the last: positions imported, lease events and capital expenditure updated, the central assumption set applied, and the numbers tied out before the pack is produced. Variance is attributed rather than reconstructed. The model belongs to the firm, so anyone with access can open it and follow how a figure was produced.
Every level of the business works from the same figures, and the work survives the person who built it.
The assumptions behind a purchase are kept with it, and can be compared at any point against what the asset has actually delivered. Three years after entry, or at the next review, the basis for the decision is still there to be marked.
Investment committees see whether the house view has been reliable. Asset teams see which business plans are drifting, early enough to act.
Thirty minutes with the team to understand what you are trying to solve and where PROMS fits.
Asset-level numbers built from the actual leases, with the ownership and debt structure applied on top.
Rent roll, lease events, tenant improvements and leasing commissions, void allowances and capital expenditure modelled at property level for all major CRE asset types. Debt terms and JV structures applied at asset level. Revenue, operating costs and capital expenditure broken out at unit, building and portfolio level.
A valuation you can defend line by line, on a consistent basis across the book.
Full DCF from the current analysis date. The exit basis and the assumptions behind it are yours to set, and the engine applies your methodology consistently wherever it runs.
Returns are reported on the measure your firm works in, including IRR and total return. These are shown forward on a remaining-life basis, and since inception where historic data is imported.
Test any view of the market at any level, from one asset to the whole fund.
Load assumption sets from your own research team or from a third-party forecast provider, typically a base case plus a range of scenarios from recessionary to bull market. Select a set and run it across the whole fund, a sub-portfolio such as industrial, or a single asset. Run sensitivities on any case.
Capital value indices, rental growth, yield movements and void rates are applied from a single version-controlled source, so results are comparable wherever they are run. Full variance attribution shows what drove the difference.
Fund reporting in your own formats, built from the assets underneath it.
Cashflow forecasting and reporting across direct and leveraged equity fund structures, aggregated from the individual asset models, with structure and leverage applied at fund level.
Reporting follows your formats. Existing LP packs and board reports are reproduced as templates driven straight from the model, so investors and boards keep receiving the output they already recognise.
Quarterly reporting that holds up under audit, on the same basis each cycle.
Cashflows tie out against the valuer base case. Each quarter's pack is produced on the same templates as the last, so the comparison is like for like.
Every number can be opened, traced and reproduced, years after the fact.
Every input, assumption and output is exportable to Excel, and every version and draft is named and date-stamped.
Because the inputs and outputs of each run are kept, any two runs can be compared directly, showing what changed in the assumptions and what it did to the result. Any historic analysis can be reproduced exactly, on the basis that produced it. Anyone with access can open the model and follow how a number was reached.
No. Existing LP packs and board reports are reproduced as templates driven straight from the model, so investors and boards keep receiving the output they recognise.
Yes. Argus Enterprise portfolios import directly, individually or in bulk, and are validated before analysis begins.
Depending on level of customisation required and data readiness an expected time frame for implementation would be 3-4 weeks.
Your data is protected through secure hosting, access controls, and the scope of the SOC 1 Type 2 report.
AI-native deal screening. From broker PDF to institutional underwriting in minutes.
Cashflow forecasting, Underwriting, Asset & Fund-level reporting. Rapid Stress testing on individual assets, portfolios and funds.
Macro-economic simulation, portfolio construction, value-at-risk, Benchmarking and alpha analysis.
Underwriting, pricing, ratings and portfolio risk. CECL, IFRS 9 and Basel II built in.