Fixed Income Analytical Solutions
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Database Products Supported

• Microsoft SQL Server 2000 and newer
• Oracle Version 8i and newer

 


PolyPaths Enterprise for Trading & Risk Management

Risk reporting at the department or company level can be complex and usually involves many different parties working together in multiple steps.  Positions have to be gathered from various sources.  Instruments need to be modeled.  Price and pricing assumptions need to be accessed and validated.   Consistent modeling assumption needs to be applied.  Calculations need to be done in a specified time frame and exceptions are common.  But, no matter what, reports have to be ready by morning.

Enterprise for Trading & Risk Management leverages the analytics library used in PolyPaths Desktop and the computation scalability provided by PolyPaths Distributed Processing and adds a data management layer to address these issues.  This combination provides for a number of important benefits:

  • Hierarchical account organization

  • Fast report dissemination via an easy-to-use web-based interface

  • Strong user management and access control

  • An audit trail which tracks any changes made

  • A robust batch engine that  monitors and coordinates various steps in the process

  • Intelligent  exception handling capabilities to identify, report and in some cases, correct errors, without interrupting the calculation process

  • Comparisons between any two portfolios -- same portfolios by date, two different portfolios for the same time period, or investment vs. index. 

  • Time series analysis
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