PrintPrint This Page SD-RM: The Most Advanced Risk Management System for Banks

SD-RM for Banks is a state-of-the-art fully-fledged scalable risk management system. It is the only system that can accurately manage exotic and complex derivatives portfolios. As such it provides unparalleled competitive advantage to banks that deploy it for position keeping, portfolio management and risk reporting.

SD-RM for Banks is designed to cover all banks' derivatives activity. Powered by SuperDerivatives benchmark options pricing model, SD-RM for banks is the only risk management system that can manage risk accurately based on prices and spreads that consistently and loyally reflect the inter-dealer market consensus.

Both highly scalable and comprehensive, SD-RM is unsurpassed in the depth and breadth of the asset classes it supports, as well as the range of vanilla and exotic options it covers. These include over 70 currency pairs, all traded options and instruments, over 100 exotic option classes as well as structured products and baskets.

SD-RM for Banks offers rich and sophisticated functionality that give both the middle office and trading desks all the tools they need to manage extensive and complex options portfolios. SD-RM includes real-time position keeping for books containing thousands of exotic options with complete drilldown and all Greeks.

SD-RM for Banks offers:

Widest and deepest coverage for over 70 currency pairs, all traded options and instruments, over 100 exotic option classes, structured products and baskets

Real-time position-keeping for books containing thousands of exotic options with complete drilldown and all Greeks

The only system available in the market today for correctly hedging and managing the risk of exotic books

Sophisticated real-time analytics including
market scenarios and time horizon projections

Rich reporting including VaR, P&L and CAD


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SD-RM for Banks is the only system available in the market today for correctly hedging and managing the risk of exotic books. In addition, it offers sophisticated real-time analytics with market scenarios, time-horizon projection and VaR, profit & loss and CAD reports.

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SD-RM for Banks is powerful and easy to use:

Designed by experienced exotic options traders

Intuitive web-based design allows for easy navigation and ad-hoc filtering and sorting in every page

Every page and function is highly customizable for display and calculation methods

Ability to save and reload user profiles

Every page or report can operate on any book or rule-based group of deals

Export to Excel from every page

Powerful Book Management

Automated and manual management of all life-time events for all types of options: Amend, Delete, Triggers (Knock in/out) , Fixings, Exercise/Expire

Built-in integration and multi-leg deal entry from SuperDerivatives' SD-FX pricing platform

Any deal-related event can be easily imported or exported (STP) to other systems

Comprehensive end-of-day procedure

On-line credit limit enforcement using SuperDerivatives' advanced analytical credit module or interfaced with third party functions

Full history and audit trail for any deal-related action