Streamline accounting for various derivative products, including Interest Rate Swaps, Swaptions, Options, Forwards and Futures. Our solution uses industry-compliant calculations and supports middle and back office operations.
Derivative Genius
Effortlessly manage a wide range of derivatives
Hedge Accounting for Derivatives
Ensure compliance with the regulations described in FAS 133 with our Hedge Accounting Module. Institutions must report in terms of fair value how they manage asset and liability portfolio exposure to foreign currency and the variability of forecasted cash flows.
TPG Rate Engine Calculations
Better manage the complexities of SOFR-based derivatives with our Rate Engine. With embedded ARRC-compliant formulas, customers can determine accrual rates and payments. Support for Federal Reserve and US Government Bond Market calendars and term SOFR indices comes standard.
Derivative Genius Features
Middle & Back Office
Improve efficiency in middle and back office operations with Derivative Genius. This solution was designed to accommodate a wide range of existing derivative structures and provide a flexible design that can accommodate new types of structures that may be created in the future.
Internal Modules
Increase accuracy and transparency with a Report Manager Module that enables you to apply filters and set date parameters, create batches, roll reports into holding company reporting, create consolidated reports, and add custom reports. An additional General Ledger Module supplies tools to manage the chart of accounts, with no limit to the number of line items for either the balance sheet or the income statement.
Optional Modules
Ensure compliance with the recognition and measurement of derivatives and hedging activities. The solution links derivatives to traditional portfolio holdings such as assets or liabilities and provides the means to assign portions of assets or liabilities to derivatives, track fair value hedges, cash flow hedges, and the corresponding impact on unrealized gains, losses, and comprehensive income.
