| Oberon
provides a wide range of reports, and allows users to customise
individual reports as required. New reports can be constructed
with ease, including event driven reports that respond to trade
or market data events. All relevant data can be extracted through
Oberon’s programmable interface.
Reports include the following:
- P&L and Accrual reports
- Interest risk reports showing Greeks
by time bucket or futures dates
- FX risk reports showing sensitivities
to movements in the FX rates
- Sensitivity Analysis reports showing
the sensitivity to:
- Changes in the yield curve input data
- The forward rates
- Volatility surfaces
- Back Office diaries for payments, fixings,
option expiries, etc.
- Full audit trail showing all changes
made to trade and other related data, as well as the exact nature
of the change, and the user who made it
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