Graphical user interface provides advanced pricing models, trade entry, position reporting and market data management. Back end processing includes sophisticated risk models, feeds and reports. Equity Derivatives Trading Major Global Bank Trading and risk management system for equity options and swaps. System allows traders to price and hedge portfolios containing an array of exotic options, including barriers, average rate, look-back, digital and compound options, and equity swaps. System produces accounting and regulatory reports for the back office and provides tools for front to back reconciliation.
System also feeds firm's global risk management systems.
Supports interest rate derivative pricing and analysis, including various real time arbitrage analyses from broker feeds. Credit Derivatives Trading Major Global Bank Trading and risk management system for credit default contingent options and swaps. The system facilitates pricing, trade entry, and risk reporting on a variety of credit derivatives, including default swaps, total return swaps, default put options, and various options on a basket of risky bonds. The system is used by the bank in the US and Japan. Real Time Options Analysis Product Leading Financial Information Service Options analysis product for leading financial data vendor's real time trading workstation.