Risk management can now get the precise answers you need, automatically and on time, tracking with market changes. Customize your reports and outputs, no matter how complex the data that needs to be calculated and included. We specialize in dealing with the tough issues, especially for Intex data but across the spectrum of structured finance bonds including CLO, CMBS, ABS, and RMBS.
Work With a Vendor Who Makes Your Life Easier
You deal with complex reporting and analysis and accuracy of results is critical. Tight timing requirements on reporting outputs mean low tolerance for issues. We have built custom tools and reporting for use by risk management and related functions in banks, insurance companies, and audit firms. Risk departments, analysts, project teams, and price testing/product managers benefit from automation including the points below, and we customize according to your specifications.
Sample Customizations and Reporting
- Save, repeat, and automatically update complex algorithmic/programmatic scenarios
- Dynamically track your model with the market as it updates or changes
- Perform cashflow runs, even the most complex
- Visualize asset level changes for the entire portfolio
- Calculate portfolio yield in response to any modeled scenario stresses
- Aggregate all cashflows automatically to see return at the portfolio level
- Compute, test, and validate fair values
The Thetica Systems Difference
Risk management professionals need tools that fit the way they want to work, especially in challenging times. A canned solution is too limiting to incorporate more advanced ideas and logic.
We specialize in creating custom solutions for structured finance professionals in a variety of shops. If you have something in mind that is not shown in our sample list above, we’re happy to discuss customizing to your exact needs and specifications.
We help risk management, analysis, and valuation teams speed up their vital work in support of business objectives and regulatory compliance.