The right solutions for your success
Taurus™ is an integrated system for managing portfolios of financial instruments. It provides support for all processes related to portfolio management, such as: deal capture, portfolio management, bookkeeping in accordance with IFRS, monetary settlements, tax calculation, reporting and advanced financial analyses.
- Analysis of investments and money markets
- Analysis of fixed income portfolios
- Simulations and what-if analyses
- Measurement of portfolio management performance
- Market and exposure risk management
- Liquidity management based on ALM
- Portfolio optimization
- Integrated system of limits
- Keeping track of deals and portfolio balance
- Portfolio valuation and calculation of corresponding ledgers
- Keeping track of the status of monetary claims, obligations and related bookkeeping operations
- Regulatory reporting
- Full support for international financial reporting standards
- Robust support for corporate actions
- Support for financial derivatives
- Built-in mechanisms for verifying entered data
RiskSuite™ is a software package for financial and other institutions that need to manage risks that occur as a consequence of volatility of interest rates, currency rates and other market values, as well as credit risks of segments of business partners. RiskSuite™ is based on an integrated architecture for managing risks for the entire financial institution or its subsidiaries. Calculations in all modules support dynamic simulation of reinvestment scenarios, and are not reliant on linear approximations (duration, convexity …), thus yielding relevant results also for large business parameter changes (stress tests). Scenarios can encompass any complex time evolution of position properties and parameters of business environment, such as probability of early calls and cash flow delays for different position segments).
Modules included in RiskSuite™, ensure automated measurement and modelling of the following risks:
- Interest rate risk (calculation of sensitivity to changing interest rates – economic value of equity – EVE, earnings at risk – EaR)
- Liquidity risk (gap analysis, distribution of asset and liability cash flows over time intervals of maturity under selected scenarios, calculation of HHI index of concentration of liabilities over individual position segments)
- Market risk (VaR, FX VaR, CoL, XLoss with variance-covariance method, exponential time weighting and historic simulation)
- Support for credit risk (HHI index of concentration of assets over individual position segments) and profit risk (interest rate margins, calculation of projected EIR)
With RiskSuite™ the customer not only gains help with compliance of its business to regulatory requirements, but can also improve its own decisions with regard to risk concentrations (minimization of capital requirements, decrease of credit losses, better monitoring and planning of interest margins), as RiskSuite™ methodologies ensure risk management in accordance with regulatory requirements (Basel II, POT, ICAAP,…) and best practices for asset and liability management (ALM).
- Expected CF Projections
- Interest Rate Scenario & Balance Sheet Modelling
- Interest Rate Risk & Net Interest Income Planning
- Cash Flow at Risk
DataFetch™ is an independent archive that can completely automate the gathering and storage of market data. The data gathered and stored in the archive can be customized according to the needs of customers with regard to the available data sources. Datafetch can be used to completely automate the gathering and storage of investment rates, interest rates, data on coupons and dividends, properties of investments …
The main benefits of establishing such a data archive are:
- Automated routine tasks of manual data gathering and storage
- Increase of data reliability and minimization of risk
- Independence of the data gathering procedure that diminishes the possibility of unauthorized access to data and its misuse
The archive can be completely integrated with the Taurus software package and automatically provides the needed market data for investments, with all their historical data, as soon as they are added to a Taurus portfolio.
Solvency II™ is not just about capital. It is a comprehensive programme of regulatory requirements for insurers, covering authorisation, corporate governance, supervisory reporting, public disclosure and risk assessment and management, as well as solvency and reserving.
The Solvency II™ programme is divided into three areas, known as pillars:
- Financial Requirements
- Governance & Supervision
- Reporting & Disclosure