Delta Suite

Delta Hedge provides financial institutions with comprehensive, integrated front-to-back-office solutions to support their daily investment operations.

Specific activities enabled by the Delta Suite include:

Pricing of a wide range of instruments:

Equity & Fund-linked Derivatives
Money Markets & Fixed-Income
FX, IR, Commodity and Credit Derivatives
Exotic instruments

Hedging your exposures in manifold ways (discrete, approximated, hedge proposals)
Perform hedge accounting in compliance with IAS 39 / FAS 133
Detailed position-keeping available in real-time
Integrated Market & Credit Risk Management
Integrated Real-time Limit Management
Easy definition of structures, business rules and fees
Integrated Order Management & Settlement
Visual analysis & Reporting

Main features of the solution are:

Extensive pricing possibilities: Use the Delta Numerical Engine along with NumeriX (or other libraries) and your own analytics (Excel, Matlab, etc.)
Transaction costs can be easily defined, monitored, and realistically considered in pricing, hedging & risk management tasks
Full visual definition of positions (funds, fund accounts, structured products) in just a few steps thanks to Delta Hedge’s building-block approach
Cutting-edge risk management methods
Innovative methods for visualization and communication of results
Real-time data feed connectivity and processing of data

Learn more about our product offering: Corporate Brochure.