FinPricing is an integrated security and derivative trading and risk management solution, covering all the Front, Middle and Back Office operations as well as risk management process within a single platform, bring cost benefit and operational efficiency to our clients
Our solution covers a broad spectrum of cross-asset instruments for both buy-side and sell-side users, including but not limited to some of the world’s most heavily traded products.
By using innovative and leading-edge technology, we not only give clients a strategic advantage in the market but also significantly cut cost. That is why we can offer a much lower price than any competitors.
FinPricing is a real-time comprehensive capital market solution. The portfolio management module covers the full lifecycle of trading activities. The market data service - including market data construction analytics - supports trading activity, derivative valuation and risk management. The back-office process manages user account management, settlements, clearances, record maintenance, and regulatory compliance. The end of day process will run in background automatically every workday. It contains calculating profit and loss, closing out deals, computing risk measures, such as initial margin, FRTB, CVA, etc.
Finally, FinPricing allows users to change system configuration, such as valuation date and pricing matrix. It also provides user interfaces to load multiple trades and bulk market data.
Unlike other systems in the market that usually take months or years to set up, FinPricing allows users to access complex financial services right away after a simple downloading and installation.
This video walks you through the steps of downloading and installing the FinPricing client. The installation process is very straightforward. Depending on your system environment, you might see a warning message from the Windows Defender SmartScreen. In this case, click the Run Anyway button to proceed. Please bear in mind that the SmartScreen in sonme setting will warn you on any downloads, even though it is certified by a certificate authority, like our software.
All the steps involved in a trade, from the point of order placed and trade execution through to settlement of the trade, are commonly referred to as the trade life cycle. Trade life cycle consists of a series of logical stages and steps.
Trade capture is a process to book a transaction into a front-office trading system, such as inputting all trade details in the official book of record system, linking all reference data, and calculating profit and loss. Middle office and back office will verify the trade and assess the risk.
FinPricing allows people to monitor the derivatives market and furthermore offers tools for users to identify and mitigate risks faced in financial markets.
Models are used to determine the price and risk of financial products. Those models for valuing securities and derivatives could be very complex. The final results are affected by many market factors. A good valuation tool helps people understand the financial products and markets. It can also explain what factors drive profit and loss.
FinPricing offers a comprehensive analytic tool for intraday and what-if analysis. Users can change various factors easily and flexibly to investigate the impact on value and risk.
In the derivatives world, collateral posting is a risk reduction tool that mitigates risk by reducing credit exposure. It allows financial institutions to reduce economic capital and credit risk, free up lines of credit, and expand the range of counterparties. All of these factors contribute to the growth of financial markets. The benefits are broadly acknowledged and affect dealers and end users, as well as the financial system generally.
Initial Margin (IM) is the amount of
collateral required to open a position with a broker or an
exchange or a bank. The Standard Initial Margin Model (SIMM)
is very likely to become the market standard. It is designed to provide a common methodology
for calculating initial margin for uncleared OTC derivatives.
Initial margin calculation is counterparty-portfolio-based.
Given this standardized approach, counterparties can easily reconcile the results.
Risk management is a process to identify and measure risk. The goal of risk management is to ensure that risk is under limit and there is no surprise in future. In capital markets, risk management is accountable for oversighting and monitoring the profit and loss, market risk, credit risk, liquidity risk and valuation risk activities of a firm.
The Fundamental Review of the Trading Book or FRTB is a new Basel committee framework for the next generation market risk regulatory capital rules. It is inspired by the undercapitalisation of trading book exposures witnessed during the financial crisis. FRTB aims to address shortcoming of the current Basel 2.5 market risk capital framework.
Market data are information collected in financial markets, which help market participants to understand market behaviors, historical trends and risk.
FinPricing provides market data service and solution to users in financial markets, including interest rate curves, equity prices, FX spot rates, FX forward curves, and FX implied volatilities. It also offers yield curve bootstrapping and volatility construction tools to support trading activities, valuation and risk management.
FinPricing integrates data from different sources into a single framework. This video tutorial will guides you through managing market data.