Risk Management for Interest Rate Derivatives
iDeriv is a superb real-time risk management platform for interest rate derivatives. Serving as a central solution for managing risk and monitoring interest rate exposure and positions, iDeriv supports FRAs, Interest Rate Swaps (IRS), Cross Currency Swaps (including CPI), Cancellable Swaps, Swaptions, Exotics, Range Accrual Notes, Caps, Floors, Collars, Structured Coupons as well as Deposits, Loans and Futures.
iDeriv provides dealing rooms, risk managers and the mid-office with superior tools for comprehensively managing the trading life cycle of interest derivative trades, from trade and capture to exposure monitoring, analysis, mark to market and risk management. These capabilities, combined with the ability to support thousands of transactions, give you the assurance to attract new clients, improve levels of customer service and monitor exposure and risk at multiple levels.
iDeriv is ideal for interest rate derivatives trading desks, liquidity desks, corporate trading desks, risk managers and middle office personnel in banks and other financial institutions, large corporations, insurance companies and mortgage institutions.
Built-in Mark-to-Market for Interest Rate Options
iDeriv's integrated mark-to-market capabilities offer benchmark real-market options pricing and revaluation of vanilla and exotic interest rate options.
Solution Benefits
Monitors exposure and risk of interest rates derivatives
Offers more effective operational control and improves efficiencies
Supports easy integration of customized pricing models and analytics
Advanced customized reports improves customer service
Enhances existing legacy systems with improved features
Coverage for a broad range of vanilla and exotic instruments enables you to offer your customers innovative products
Easy export of data and reports to numerous formats including PDF, XML, Excel and others
Features
Monitor and analyse interest rate movements and exposures
Trade and capture of interest rate derivatives
Intuitive Risk management capabilities
Highly accurate and proven pre-trade pricing for all interest rate derivative instruments
Advanced Portfolio Analysis: a broad range of analytical tools gauge portfolio performance. Tools include currency, volatility and Greek matrices
Stress testing and what-if scenario analysis
Advanced Trade Blotter offers a central tool for monitoring all positions and trades.
Comprehensive internal and client reporting, includes P&L and cash flow reports
Advanced Data Management: customized interest rate curves (spreads) and support for numerous real-time market data feeds including prices, rates and volatilities.
