Risk Management and Reporting Support

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Regulatory Reports

Profit & Loss Reports

• Valuation / MTM
• Daily P&L
• P&L Drill Down
• Currency wise time-bucketed cash flow report
• Other Custom Reports

Risk Reports

• FX positions
• Time Bucketed Option Greeks
• Interest Risk Report (Hedge Prescriptions)
• Interest Rate risk Report (Duration)
• Value @ Risk Reports
• Counterparty Credit Exposure Reports
• Other Custom Reports

Deal Life Cycle Reports

• Rate fixing report
• Deal Unwind reports
• Daily Cash flow Report
• Other Custom Reports

Trade and Market Limits

• Currency/Currency pair allowed
• Max Tenor allowed
• Max notional allowed
• Portfolio duration
• Portfolio Sensitivity
• Portfolio Greeks & Position
• Credit (counterparty) Exposure Limits
• Exception reporting (EOD based)
• Other Custom Reports