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Valuations P&L and Positions calculations Comprehensive risk management tools Trade capture Transaction management. Portfolio management Middle Office controls Prime Record functionality Straight through processing to downstream accounting and settlement management systems. Kapital.
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Valuations P&L and Positions calculations Comprehensive risk management tools Trade capture Transaction management Portfolio management Middle Office controls Prime Record functionality Straight through processing to downstream accounting and settlement management systems. Kapital • A front and middle office object oriented risk management application for interest rate derivatives and cross-asset exotics businesses. • Functionality includes: Products: • Vanilla Derivatives: swaps, caps/floors, swaptions • Interest Rates Exotics • Hybrid Exotics: equity linked, long dated FX options and FX linked exotics, bond index derivatives, ... • Technology: • Pure Object Oriented solution • Distributed Smalltalk for parallel processing across multiple CPUs. • Multiple delivery platforms: Citrix, Java-based thin client (Vizz)
A high-level view of Kapital ... Derivative Desk Trader Exotic Desk Traders • Market making in Derivative products • Hedging in other Swaps and underlying interest rate products • Market making in Exotic products • Hedging in other Swaps and Swap Derivatives products Primary Products Hedging Products Interest Rate Swaps Exotics (Interest Rate, FX & Equity) Swaps Bonds Prepayment Desk Traders Bond Options Swap Derivatives Long-Dated FX Kapital • Market Making in Prepayment Derivatives products • Hedging in Swaps and Swap Derivatives products Credit Exposure Calculation Pricing Trade Capture Trade Management Position Calculation Position Analysis Risk Managers P/L Calculation P/L Analysis Mark-To-Market Risk Management (scenario / stress test) Funding Financial Analysis • Position analysis • Scenrios generation • Stress testing (risk mgt) • New and cancelled trades • Daily Refixes • M-T-M • Cashflow • DE@R numbers • New and cancelled trades • P/L analysis • Position analysis • P/l Calculation • Position calculation Market Risk Applications • Independent Pricing • Financial analysis • Scenario generation Processing & Accounting Applications FI Middle Office Credit Applications FI Financials
