FINMECHANICS IBOR TRANSITION CLOUD SOLUTION

As the pressure mounts for the timely transition from IBOR reference rates to the Risk Free Rates (RFR) in key currencies, Finmechanics has designed a solution roadmap with minimal disruption to the existing system landscape and IT architecture. The solution  leverages FM Converge* cloud- and easy integration capabilities, cutting time and project risks dramatically. 

We deliver:

Quantitative Impact Assessments

·Detailed exposure aggregated by counterparty, asset class, duration class, etc.

·Mark-to-Market Impact Assessments

·Solving for equivalent spread

Extended Assessment (Scenario based)

·Sensitivity and risk under fall-back rate calculation scenarios 

·SIMM margins and collateral value

·XVA & Regulatory Capital

·Limits and CCR

Migration of legacy trades to post-2021

 

*FM Converge is a next generation position and risk management system, that can be deployed on the cloud and rapidly integrated to the legacy deal entry and core banking systems 

 

 

Product and service specifications
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Tags:
IBOR, LIBOR, RFR, FRTB, SA-CCR, CCR, SIMM, COLLATERAL, TRANSTION, EURIBOR

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