MASTERFINANCE 10.0

November 2019

In the year of its 25th anniversary,
THEMA Consulting, the Swiss provider of trading & risk solutions for capital markets and corporate treasuries, is proud to unveil

A trusted Partner

Version 10.0 of MF plays a very significant role in our platform development process that, once again, demonstrates the desire to be close to the customers and to catch new market opportunities.

In particular, this new release introduces new Credit Risk functionalities, which consolidate Credit Risk analysis and Market Risk additional enrichments, in order to meet FRTB regulation requirements.

New integrations with market platforms are now available to ensure MF flexibility and dynamicity.

Furthermore, the new MF release confirms our technology up-to-date approach, with the introduction of the web platform for FX orders management and white-labeling.

“We are thankful to our customers who accompanied us during these first 25 years of success, deserving their credit for our professionalism and commitment to enhance MasterFinance according to the changing market conditions. The release 10.0 is a new significant step in MasterFinance continuous upgrading path to new technologies by introducing its first web based service. Moreover, MasterFinance makes a further step forward to be a reliable and flexible platform covering the ever-increasing requirements of risk analysis and regulatory compliance”, says Pierluigi Nasoni, CEO & Chairman of the Board at THEMA Consulting.

**Now available on MasterFinance 10.0**

ORDERS:

Web platform for:
- FX and FX Option orders management
- FX and FX Option orders white-labeling

PRODUCTS (full lifecycle):

Flexible forward extension

MARKET RISK:

FRTB compliance through the Standardized Approach as a calculation model for Market Risk Capital Requirement
New view “Breach Monitor” to report statistic regarding the frequency and the tenor of a limit breach

CREDIT RISK:

What If Credit Risk: simulation of market shocks on Credit Risk engage
New view to report to clients their losses in OTC Derivatives trading

FRONT & MIDDLE OFFICE:

Extension of Key Rate Sensitivity (KRS) with:
- Introduction of the Sensitivity Based Risk (SBR) model
- Calculation of the Hedge Amount Sensitivity
Greek P&L attribution: contribution of each single risk factor to the Daily P&L
Deal Partial Modification: deal modification limited to specific subset of fields
Mandate limit: monitor if a specific user is authorized to insert/confirm a deal considering the volume of the traded deal.

ACCOUNTING:

Hedge Accounting – Macro Hedging: hypothetical derivative approach extended to macro hedging

STANDARD INTEGRATIONS:

Extension of intra-day Mark-to-Market export: scheduling at timeshoot with synchronization of the revaluation services and possibility to use the market data of the Closing Scenario
New integrations with ZKB’s e-Trading PRO and BCV’s e-FOREX to retrieve FX deals
Entitlements extension for B-PIPE – Bloomberg API
Extension of STP processes with ERMAS
Integration with UnaVista for OTC derivatives Transaction Reporting
Integration with Elidata for OTC derivatives Transaction Reporting to Consob
Import of Bond Haircut from BNS

MASTERFINANCE 10.0