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SuperDerivatives' fully-fledged risk management system and revaluation services give banks' middle and back offices the end-to-end tools they need to effectively manage all aspects of their derivatives activity.

Comprehensive Risk Management Capabilities

SD-RM is a highly sophisticated enterprise-class web-technology platform that lets the middle and back office keep close tabs on the derivatives activity of all departments.

The system allows for the automated yet highly controlled management of the entire life cycle of options from STP deal entry through to exercise and settlement.

SD-RM includes sophisticated analysis utilities and rich reporting capabilities including time horizon projection and scenario analysis allowing full dissection of risk in all dimensions. It supports ready-to-use STP interfaces with various internal and vendor back-office, rate-management and treasury systems facilitating smooth deployment and effective use across the bank.

SuperDerivatives risk management platforms are inherently integrated will all other SuperDerivatives applications - STP from the pricing and analytics systems, RFQ and on line trading and the prime brokerage service.

Revaluation Services for all Asset Classes

SuperDerivatives Revaluation Services guarantee compliance with key standards such as IAS 39 or FAS 133, as well as with internal bank’s control and reporting policies.



Complete solutions for the mid and back office

Our comprehensive yet modular solutions, address the needs of entire bank departments:

They offer fully automated daily mark-to-market reports for portfolios of all option types, as well as on-demand analytics for any middle/back office function including VaR, Credit Exposure, Stress Testing, P&L reports.

Revaluation Services include:

• Fully Automated Daily Mark-to-Market for Portfolios of all option types
• Custom revaluation of structured products and notes
• Reports covering on-demand analytics for any middle/back office function
• Volatility Surfaces for easy mark-to-market of vanilla options in all asset classes:
• Volatilities for highly Illiquid instruments produced using advanced correlation algorithms