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dfferentia: pricing, valuation and financial analytics

dfferentia is a hosted solution for pricing risk of Options trading in the financial markets. Users can price OTC derivatives, analyse risk and support options trading – all from one platform. It has all the functionality required to provide dealer and post-trade analytics, value derivatives portfolios and manage a broad range of compliance requirements. With an option to white label with branches, dfferentia allows users to extend this functionality to customers and counterparties.

Powerful and intuitive, dfferentia uses a proprietary grid computing architecture, complex algorithms, simulators and multi asset analytics. It gives traders significant computing resources wrapped in an intuitive browser interface and an easy-to-deploy modular format. The solution integrates seamlessly with the necessary upstream and downstream systems covering market data, trade repositories, accounting and risk.

Key Features

Key features:

  • In-built dealer and post-trade analytics
  • End of day and on-demand reporting including MTM, Fixing, Topography, Risk Bucketing, Trigger and P&L
  • Industry-tested encryption and security standards, with the user interface secured via 256 bit SSL encryption technology
  • Comprehensive audit trail logging and logs on demand for Dodd Frank, SOX, CFTF, and MiFID regulations
  • Flexibility and customisability through a user’s selection of modules and licenses
  • Access to a variety of market data sources and aggregation of external and in-house data