Company Details
Name: Patsystems
Description
The Risk Informer stand-alone, post-trade risk management application now allows users to derive futures prices from spreads. A choice of price feeds by contract means users can amalgamate prices from several sources. Options functionality now includes theoretical options pricing and support for the calculation of sensitivities, such as delta, gamma and vega. Enhancements to scenario analysis include real-time monitoring of P&L impact of scenarios, derived metrics based on initial margin and start-of-day initial margin, offsetting between currency futures and forex, and support for native margins of the BM&F Bovespa exchange and Option Clearing Corporation.
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