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reports are highly flexible - both the input and
output criteria can be changed, and further reports
can be added to meet individual customer's build
requirements. The automated collation of market
data guarantees numeric accuracy, and since manual
calculation is not required, valuable time can be
saved.
Features:
- Provides a set of common reports, including:
- Daily Mark-to-Market
- Daily Mark-to-Model
- Risk exposure by reference entity
- Hedging Reports (including Interest Rate, Credit Spread and Recovery Rate Sensitivity)
- Position Reports
- Consolidated reporting of credit risk at trade, reference entity and portfolio levels
- Comprehensive intra-daily P&L Reports
- Tracks actual cashflows, and forecasts default adjusted cashflows
- Full audit trail
- Ad-hoc customisation of standard report set
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