Derivatives Accounting & Risk Solutions

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Overview

HEDGE ACCOUNTING SYSTEMS

Savvysoft STARS Accounting enables users to comply with FAS 133 / IAS 39/ IFRS 7 / CICA 3865. The system allows flexible hedge designation / de-designation, automated creation of hedge documentation, hedge effectiveness testing, and journal entry generation.

OTC DERIVATIVES PRICING MODELS

Savvysoft’s award-winning TOPS derivatives pricing and valuation models cover the broadest range of OTC derivatives instruments. Use TOPS in Excel or integrate TOPS with your preferred system. Savvysoft’s TOPS libraries are designed for surprisingly easy, expedient integrations that are accomplished in a fraction of the time. Use Savvysoft’s OmniPricer to price any conceivable structure by simply entering its payoff function in Excel (no need to learn a cumbersome proprietary language).

RISK MANAGEMENT SYSTEMS

Savvysoft STARS Risk is a modular, flexible and fully customizable cross-asset, multi-currency VaR and CVA system that can be up and running in less time than it takes to implement traditional systems.

Savvysoft’s new Bloomberg app OTC Backtesting&Risk offers canned reports, including Historical VaR, Historical CVA and historical performance, right out of the box.

ASSET/LIABILITY SYSTEMS

Savvysoft STARS ALM can generate Monte Carlo scenarios of balance sheet items, investment portfolios and debt / swaps. Reports are available for displaying the efficient frontier, optimizing the debt mix across the efficient frontier, and displaying many key financial ratios over the life of the simulation.

Product/Service details

User Suitability (Capital Markets & Investment Mgmt)
Asset Managers, Trading firms
Geographic Availability
North America
Asset Class Coverage
Bonds, Equities, Funds, Futures, Options and other Derivatives, Money Markets, Structured Products