| Portfolio Monitoring Tools |
All the components and individual items of the portfolio can be analyzed individually. Customized reports prepared for top management and for departments of the institution presents the outputs in various levels of detail. Groups of financial products, hedging opportunities, risky deals can be monitored.
|
|
| Yield Curve and Volatility Module |
Yield curve and volatility calculation and modeling is the core of our pricing solution. We currently support for some interpolation methods (linear and cubic) and some well known yield curve models such as Nelson-Siegel , McCulloch and Echols-Elliot. Also volatility methods such as Garch, GJR, EWMA and MA are supported. |
|
| Pricing Module |
FINECUS Pricing Tool can calculate real-time and accurate market prices of any type of options including Exotic Options. Due to its flexible and customized structure, the software also includes any custom designed and traded product of the client. The user-friendly screens brings all the necessary market inputs automatically making it easy to use. Any user can calculate Option Prices with same ease and accuracy. |
|
| VaR Module |
FINECUS Pricing Tool is able to make risk assessment of various products. When combined with FINECUS Market Risk, value at risk calculations can also be tracked. The riskiness of the product can both be calculated individually and portfolio wise. With monitoring riskiness, hedging opportunities can better be used.
|
|
