ulf
Uploaded by
3 SLIDES
249 VUES
30LIKES

Kapital

DESCRIPTION

Valuations P&L and Positions calculations Comprehensive risk management tools Trade capture Transaction management. Portfolio management Middle Office controls Prime Record functionality Straight through processing to downstream accounting and settlement management systems. Kapital.

1 / 3

Télécharger la présentation

Kapital

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Valuations P&L and Positions calculations Comprehensive risk management tools Trade capture Transaction management Portfolio management Middle Office controls Prime Record functionality Straight through processing to downstream accounting and settlement management systems. Kapital • A front and middle office object oriented risk management application for interest rate derivatives and cross-asset exotics businesses. • Functionality includes: Products: • Vanilla Derivatives: swaps, caps/floors, swaptions • Interest Rates Exotics • Hybrid Exotics: equity linked, long dated FX options and FX linked exotics, bond index derivatives, ... • Technology: • Pure Object Oriented solution • Distributed Smalltalk for parallel processing across multiple CPUs. • Multiple delivery platforms: Citrix, Java-based thin client (Vizz)

  2. A high-level view of Kapital ... Derivative Desk Trader Exotic Desk Traders • Market making in Derivative products • Hedging in other Swaps and underlying interest rate products • Market making in Exotic products • Hedging in other Swaps and Swap Derivatives products Primary Products Hedging Products Interest Rate Swaps Exotics (Interest Rate, FX & Equity) Swaps Bonds Prepayment Desk Traders Bond Options Swap Derivatives Long-Dated FX Kapital • Market Making in Prepayment Derivatives products • Hedging in Swaps and Swap Derivatives products Credit Exposure Calculation Pricing Trade Capture Trade Management Position Calculation Position Analysis Risk Managers P/L Calculation P/L Analysis Mark-To-Market Risk Management (scenario / stress test) Funding Financial Analysis • Position analysis • Scenrios generation • Stress testing (risk mgt) • New and cancelled trades • Daily Refixes • M-T-M • Cashflow • DE@R numbers • New and cancelled trades • P/L analysis • Position analysis • P/l Calculation • Position calculation Market Risk Applications • Independent Pricing • Financial analysis • Scenario generation Processing & Accounting Applications FI Middle Office Credit Applications FI Financials

  3. Kapital Parallel Compute Service

More Related