System

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FinPricing’s fully integrated capital market trading and risk management system provides real-time portfolio trading, market data service, and risk management solution that support the entire trading life cycle. It helps users achieve their ultimate goal: one organization, one system, and one dataset.

Trading Life Cycle

  • GUI for managing trading life cycle visually.
  • Truly cross-assets: interest rate, fixed income, money market, foreign exchange, and equity.
  • Trade capture: trade booking and editing.
  • Trade valuation and validation.
  • Intraday and what-if analysis
  • Settlement and fixing.
  • Trade termination
  • Cash management
  • Cash flow generation
  • Github risk

Market Data Service

  • Data API allows users to extract live and histoical market data systematically at any time.
  • GUI provides visual interface for uploading and modifying user specific versions of market data.
  • Impact assessment of market data movement.
  • Data analytic tool for constructing curves and implied volatility surfaces.

Valuation Service

  • Pricing models covering a broad spectrum of securities and derivatives
  • Naturally integrated with market data service
  • Analytic API enables third-party integration

Risk Service

Back Office

  • Account management: updating account, changing password, etc.
  • Legal entity management.
  • Counterparty management, master agreement, collateral agreement, etc.
  • Portfolio management, portfolio hierarchy, etc.
  • Entity management: exchange, calendar, etc.
  • Configuration management: modifying valuation date, changing valuation requests, etc.

Batch Process

  • Define user specific batch functions
  • Kick off end-of-day batch automatically or manually

Risk Management

  • Risk metric computation: sensitivities/Greeks (Delta, Gamma, Vega, Theta, Rho, etc.)
  • Profit and loss (P&L) analysis
  • FRTB calculation
  • Initial margin generation
  • KPI (key performance indicator): hedging effectiveness, simulation performance