Price Engine

›    End of Day Prices

›     Delivers the most recent End of Day price

›     Delivers customizable algorithms and cascades for  the determination of the End of Day Prices

›     Prices are available immediately after closing of market

Browser

›    End of Day Prices

›    Reference Data/Corax

›     Browser allows to access to End of Day prices including Bid/Ask etc.

›     Access to all Reference Data for  the selected financial instruments

›     Sophisticated Search Engine to find instruments, Corax and Reference data

Event Journal/Corax on PDF

›    Daily Event Journal

›    Corporate Actions

›     Produces the Daily Event Journal with Corax for all your instruments including OTC instruments

›     Customizable Event Journal to fit with your workflow (sorted by Type of Event/ Instrument etc.

›     Event Journal and Corax via Browsers and on PDF

Quality Check module

›    Price Plausibility Check

›    Data scrubbing

›     Detects unexpected price variations between the most recent and the previous Price.

›     Confidence level for instance a 95%, 98% or 99% can be entered or modified by the user.

›     Distribution of date intervals of each price is measured.

›     Data scrubbing allows you to override or fine tune the delivered information

Historic Database

›    Prices

›    Reference Data & Corax

›     Historic Database of all installation from the beginning of “Going Live”

›     Historic on instruments, Markets, Prices & Reference Data etc.

›     Event Journal and Corax can be regenerated

Benchmark/Fair Value

›    Fair Value Calculator

›    Bench-mark Calculator

›     Fair Value Price can be calculated by choosing the underlying parameters

›     Calculation of Beta & other measures

›     Automated adaptation of Beta calculation when Benchmarks changes its composition

›     Collection and calculation of prices on underlying constituents of own Funds

On-Line/Real-time Price module

›    Intra-day snapshots

›    High Frequency Snaps shots

›     High Frequency Forex snapshots at preset values or on the fly

›     Calculation of spreads on Bid/Ask on specific floors

›     Time-series on all currencies

Market Risk module

›    Value at Risk

›    Historical VaR

›     Value at Risk calculation customized to your specific needs

›     Risk components, yield curves and benchmarks can be defined by customer

›     Calculations can be based on own distribution

Credit margin calculator

›    Risk Calculator (Impairment)

›    Volatility, Greeks, duration

›     Signals unusual market movements by markets and instruments for all your holdings

›     Credit risk calculation (Impairment) based on Value at Risk

›     Customizable Lombard Rate calculator

Automatic Opening of instruments

›    Initial Reference data

›    Daily up-date

›     Opens automatically a new instrument into the database on customer’s request

›     The interactive interface automatically delivers all the reference data to the bank’s applications

›     Daily up-date of the reference data in case of change

OTC instruments

›    Insertion of own instruments

›     Automatic insertion of your own OTC instruments from any application into ProFile

›     Automatic daily up-date and delivery to the applications

›     Standard interface delivering the data  into your back-office application