V8.2 Product Update: Analytics and Derivatives Options
The trading of complex derivatives continues to be a growing requirement for Charles River clients worldwide. The Charles River Investment Management System Version 8.2 (Charles River IMS V8.2), now in the final stages of Beta, responds to client demand for greater support for derivatives with two options: the Analytics and Derivatives Option for trade capture, analytics and advanced compliance, which can also include the Advanced Derivatives Interfaces Option for post-trade interfaces with Swapswire and DTCC Deriv/SERV.
“Charles River IMS V8.2 goes a long way to meeting client demand for rate and credit derivatives,” said Brent Rossum, Director, Product Management, Charles River Development. “The new analytics and interface capabilities are fully embedded to offer clients a one-stop execution and management solution for derivatives investing.”
The Analytics and Derivatives Option
This option gives clients full derivative workflow support to streamline trade capture, ensure compliance and integrate analytics, including Fair Value, Par Swap Rate and Par Swap Spread.
Trade Capture:
- Offers full support for OTC derivatives workflow
- Ensures enhanced efficiencies through customizable data entry
- Provides access to trade entry screens supporting various OTC derivatives
- Simplifies CDS set up/trading through pre-integrated interfaces to key derivative market data
Compliance
- Advanced pre- and post-trade derivative exposure calculations and monitoring
- Expanded global rule library with specific derivatives examples, i.e., issuer diversification calculations per instrument type
Analytics
- Sophisticated risk values
- On-demand capabilities
- Consistent framework across multiple asset types
Advanced Derivatives Interface Option
This option, available as an add-on to the Analytics and Derivatives Option, offers clients enhanced support to further streamline the trade confirmation process.
- Post-trade interfaces with Swapswire and DTCC improve productivity and reduces potential errors
- Matching and confirmation of OTC trades with brokers and prime brokers reduces re-booking rates, risk and operational delays
As part of our aggressive derivatives development strategy, Charles River will offer even greater analytics support in V9, including: option greeks; effective & spread duration; and spread measures based on curves capabilities.
For more information on V8.2 analytics and derivatives options, please contact your relationship manager.
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