RisKompass
Pyxis has developed several products and frameworks for the derivative desks and treasury units of banks, FIs and corporates.
RisKompass is the flagship product of Pyxis. It is an 'off-the-shelf' comprehensive derivatives portfolio risk management system providing:
- End-to-end multi-users risk management for derivatives business
- Front, mid and back office functionalities covering a wide range of asset classes and products
- Partial support for Back Office
- Integration capability with any 3rd party Treasury Back Office
RisKompass provide the full STP (Straight Through Processing) capabilities for the clients, right from derivatives pricing, deal capture, mid office risk management and partial support to back office settlement and accounting.
RisKompass/In-House Analytics Libraries Coverage:
- Equity/FX:
- Interest Rates:
- Credit:
Vanilla & 1st Generation Exotics- Vanilla, Digital, Barriers, Double Barriers, Window Barriers, Forward Start, Pay Later, Lookback & Asian options.
Vanilla and 1st Generation Exotics- IR Swaps, Overnight Index Swaps, Cross Currency Swaps, Constant maturity Swaps, IR Cap/Floor, IR Swaptions, IR Range Accruals.
CDS, CDS index tranches, Nth to default baskets, CLN, Index Swaps, LCDS, TRES.
Third Party Analytics Libraries Coverage
- Equity/FX:
- Interest Rates:
- Credit:
- Hybrids:
Range accruals/Corridors, Forward start barriers, Cliquets, Bespoke structures described by scripting functions: Himalaya, Altiplano, Napoleon, Everest, CPPI Structures
Range accrual callable structures, Reverse/Capped floater callable, CMS structured swaps & CMS spread swaps callable, Target return swaps (TARN), Flexi/Auto caps, Callable “snowball”, Callable ratchet, Long-term FX index linked notes, Power reverse dual bonds callable or triggerable.
CDS Options, Callable/puttable CDS, Spread options, Nth to default baskets, Static single tranche CDOs (i.e Itraxx), Multi-tranche CDOs.
(Interest rates/FX/Credit/Equity).
RisKompass can be seamlessly integrated with other back-office systems with a message based interface capability. Riskompass can be interfaced with custom back-office system (if any), during the system implementation.