Delta Suite

Product Overview | Visual Analysis | Structured Products
Credit Derivatives | Market Risk | Portfolio Credit Risk | Counterparty Credit Risk


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, Inflation-linked and Credit Derivatives
    • Islamic financial instruments
    • 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.