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Riskk.com Sdn Bhd
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Catalog
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| Product Based / Computer Hardware & Software » Software |
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Interest Rate Swaps |
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| Product Description |
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This is a simple complete system to enable a user to set up the front, middle and back office system of an IRS operation from zero base.
The simplicity of the system facilitates a secure, low risk and fast setup.
It is ideal for a developing market where flexible and low cost setup is important to make the project viable.
The low cost and simplicity of the system facilitate low budget players such as Life Offices, Pension funds and asset manager to participate in the IRS market.
The system can manage most types of structured swap and FRA (not including currency swap or options).
The functions include:
Pricing of Standard Swap
Pricing of Deferred Start Swap
Pricing of Swap with varying Nominal Value at each fixing
Pricing of Swap with varying Fixed Rate at each fixing
Pricing of Swap with arrear fixing or adjustment to float rates
Generation of Zero rates from Par Rates and Vice Versa
Generation of Zero rates from Future prices and Vice Versa
Pricing and Hedging of MDEX Bond Futures
Settlement & Processing
Data Management
Accounting
Hedging Function
Daily P/L
Month to Date P/L
Year to date P/L
Analysis of P/L by Tenors
Portfolio Management
Credit Risk Calculation
GAP Generation
Value-at-Risk (Generalized Pareto Distribution)
Stress Test
PVBP
Product Keywords : Interest, Rate, Swaps |
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