If your firm holds structured financial instruments, such as asset-backed securities (ABS) and mortgage-backed securities (MBS), you are likely feeling both the effects and costs of increased regulatory scrutiny. With mounting regulatory pressure for transparent, auditable and consistent valuation and analysis of portfolios of ABS, MBS and covered bonds, you need an automated system to value, monitor and manage the risk of your structured assets.

Using our proven expertise incorporating complex instruments into legacy risk applications, we created our Structured Finance Risk Manager (SFRM) solution to help risk managers and analysts save time and improve decision-making. The SFRM solution:

• Automates and accelerates operations and processes for collateral valuation, margin calculation, performance monitoring and analysis
• Imports data feeds and cash flow models from multiple vendors, including S&P, Bloomberg, Markit, Intex, ABSNet and Moody’s
• Provides the ability to dynamically manage, assess and modify risk exposure
• Allows for user-defined, ad hoc stress testing and what-if scenario analysis
• Includes a comprehensive set of tools for portfolio management that supports both backward- and forward-looking analysis

SFRM is customizable to your firm’s specific requirements. We align the system to your firm’s needs by offering complementary services for data integration and risk model design and development. The result is a robust risk management solution that will help your firm ensure compliance, better manage risk, improve productivity and enhance decision-making.