OTC Derivatives – Independent Valuations and Risk

In today's financial markets, OTC derivatives are not only traded by investment banks and hedge funds, but also by asset managers who are turning to these complex instruments to provide higher returns across multiple asset classes.

With this increased OTC activity comes the need for more flexible systems with additional functionality and integration, both in the front and back office. Fund Managers require accurate pricing data and integration with trading platforms, whilst risk management departments are demanding more analytical data to verify prices and analyse the risk of OTC positions.

Microgen has been at the forefront of derivatives pricing and integration technology for many years, supplying some of the world's largest financial institutions with front office trading solutions, integration and OTC pricing engines. Building on this heritage and expertise, Microgen presents flexible solutions aimed at helping investment management companies augment their existing systems to price and manage OTC derivatives.

The benefits include:

A specific solution designed to support Asset Managers, Fund Management companies and Third Party Administrators in the meeting of UCITS III regulations for OTC valuation
Independent OTC Position valuation utilising independent price libraries including Microgen Dart maths Library (DML) and 3rd party external libraries
Full audit trail and price transparency for all OTC positions. Users can populate and access all pre-calculated data, resulting calculated figures and risk management outputs, as well as utilising standard reporting and analytics to support the OTC derivatives workflow
Fully integrated Risk platform to offer versatile deal reporting, revaluation and risk analytics to the back office
Microgen delivers the client a fully "joined up" solution to automate and integrate workflow and data with existing systems
Flexible and bespoke user interface to create powerful, tailored solutions that give the user total control for enquiry and reporting functions.

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