News & Events
MASTERFINANCE 9.1
The MF release 9.1 introduces a variety of additional enhancements, which demonstrate the flexibility and the dynamicity of the platform.
In particular, new products have been introduced, new ALM and Credit Risk functionalities, more standard integrations with market platform are now available. Furthermore, Front Office additional enrichments are implemented in order to allow customers to respond to the new MIFID 2 Regulation.
“With this new release MF makes a further and significant step forward in the Credit Risk analysis and proves to be in line with the most recent requirements for regulatory compliance on trading markets”
says Pierluigi Nasoni, CEO & Chairman of the Board at THEMA Consulting.
Now available on MasterFinance 9.1
PRODUCTS (full lifecycle):
- Bond Convertible
- Multistrike for FX and Equity Accumulator
- Single & Double KO Trigger for FX TARF Accumulator
- Double Gearing for FX Pivot Accumulator
ALM:
- ALM Credit Risk shock extension
- Analysis of Interest margin and Variance extension
- Management of shock interpolation
- Management of massive event in simulation
CREDIT RISK:
- Key Credit Risk Sensitivity extension
LIQUIDITY RISK:
- Enhancement of Overall liquidity cash flow view
FRONT MIDDLE OFFICE:
- Enhancements of Deal Revaluation view by adding new fields for P&L evaluation (for example Asset/Liabilities, with or without fees, currency different from Rcy)
- Spread management according to MIFID2 requirements
- New features in Deal & Order Entry for MIFID2 and Pre-post Trading Transparency
- Management of “normal volatility model” input for Cap&Floor
ACCOUNTING:
- IFRS9 compliance through introduction of Hedging Accounting in Market Risk
STANDARD INTEGRATIONS:
- FX Order Request for Quote import from Bloomberg AIM
- Repo Order import from MTS\MMF
- Interface from Markit FX (FX Spot, Forward, Swap & NDF)
- Import volatilities from Bloomberg BVOL