Debt & Derivatives

Middle- and Back-Office Derivatives Processing

Now that derivative investments have become mainstream, there is a need for more efficient processing and settlement. Debt & Derivatives is a comprehensive derivatives software package designed to process and analyze all activities related to your derivative and debt portfolios.

Debt & Derivatives is a comprehensive solution for the back-office processing of all debt and derivative portfolio activities, including swaps, swaptions, credit default swaps, total return swaps, caps/floors/collars, FRAs, issued interest-bearing and discounted debt, FX spots/forwards/options, futures, equity and variance swaps, and equity index options.

Debt & Derivatives offers:

  • Total back-office operations and accounting for debt and derivative portfolios, including automatic accrual processing, payment processing and general ledger accounting.
  • The tools to generate powerful reports, including financial statements, sub-ledger detail, FASB disclosure requirements and risk-based capital.
  • Flexible deployment options such as license, ASP or full outsourcing.
  • Detailed analytics for debt and derivative portfolios, among them swap deal pricing, portfolio mark-to-market, credit and market risk analysis, and income/expense and cash-flow forecasting.
  • Support for multiple valuation models, including Zero Coupon Discounted Cash Flow, Modified Black-Scholes, Binomial Options Pricing and Turnbull-Wakeman.