Solutions
- STP Capital Markets
- Global Front-Office
- Global Market & Credit Risk Management
- Global Back-Office
- Global Operational Risk Management
- Central Banking
- Custom Solutions
- ASP Services
Market Focus
- Commercial/Investment Banks
- Central Banks
- Corporate Treasuries
- Asset Management Solution
- Other Entities
Structured Products (SP) Solutions (MB/CMO)
By their very nature, structured products offer more complexities to manage than other capital market products. SP provides support of a broad spectrum for structured product instruments. However, users also have access to instrument builders, configurable workflows, customizable analytics and external pricing model interfaces to handle their most complex instruments.
Product Coverage includes:
- ABS
- MBS
- CMBS
- CMOs
- CDOs
- Mortgages
- Construct your own with features such as embedded options, payout formulas, rate/price barriers and triggers, equity/credit linked payouts, multi-currency, quanto, baskets.
Key features include:
- Full trade capture and trade blotters
- Flexible Prepayment Modeling Facilities including PSA, CPR, and SMM
- Facilities to Model Default and Severity rates
- Interfaces to Intex and Andrew Davidson libraries, databases and prepayment models
- Correct regeneration of settlement proceeds upon factor fixings/restatements.
- Automated and customizable post-trade STP workflows, including payments, settlements, confirmations, inventory and position analysis, reporting, and accounting
- Stress Testing Capabilities of prepayment models, interest rates, prepayment speeds, prepayment tuning factors, and default/severity rates