Cater to your Regulatory Reporting (Dodd Frank, EMIR, ISDA etc.) needs. Generate and post messages for regulatory reporting by seamlessly connecting with various trade repositories.

• Support for multiple regulatory standards in parallel
• Workflow queues for all trade reporting for full life cycle events
• Direct communication and uploads to the repositories
• Deal Life Cycle Handling – handle deal life cycle events as per trade repository integration
• UTI Generation – Generate UTI for each transaction with either concatenation or algorithmic based for example, ISDA UTI for EMIR or UTI for REMIT

Perform derivative accounting under US GAAP, IFRS, mark to market and designate hedges and perform effectiveness testing.

• Understand your exposure, perform what-if analysis and select the right derivative
• Assess and demonstrate the effectiveness of hedge relationships with calculations built on sophisticated algorithms
• Perform scenario analysis and stress testing.
• Ensure compliance with IAS 39, IFRS 9, IFRS 13, BilMoG and HUG/UGB as well as EMIR, FinfraG, or AWV
• SOX compliant audit controls, security programs and limits monitoring

Standardize your method for quantifying your risk e.g., Monte Carlo, Variance/CoVariance. Calculate incremental and component VaR using our sophisticated VaR engine.

• Calculate VaR for portfolios and sub-portfolios together or separately.
• Compute VaR using Monte Carlo, Analytical or Historical method.
• Perform component VaR and other calculations including volatility and correlation.
• Run simulations on portfolio/scenario combination and conduct comparative analysis
• Use VaR analysis to determine best hedge

Single point of truth to understand and manage counter-party risk, closely monitor counter-party exposure, credit limits and breaches.

• Create counter-party position
• Capture multiple credit ratings
• Import credit ratings from multiple agencies
• View various risk indicators to accurately assess credit worthiness