Ferential Systems Inc.
Trading and Risk Management Systems
Multi-asset, front-to-back derivative trading and risk management system
Pyramid offers maximum flexibility in the construction and development of single currency, cross currency and OIS curves and volatility surfaces.
Automate rate sets, payment processing, collateral valuation, confirmations, and counterparty communications.
The Pyramid hedge accounting module is designed to provide users with maximum flexibility when defining policies, running analytical testing, and reviewing and reporting test results.
Pyramid’s derivative portfolio management module provides an integrated solution to buy-side firms and middle office risk groups.
Quantify and Optimize Your Risk
Pyramid provides industry vetted models and calculations and displays, in real-time, analytics such as DVOX, PV01, bucketed cash flows, break-even rates, key rate risk, and customized curve shifts.
Real-time market value of all products tracked in Pyramid including interest rate derivatives, FX, and debt instruments.
Operational Risk Management
Pyramid provides full trade life cycle support including trade capture, consistent trade versioning, and helping manage the workflow process via permissioning and audit logs.
Streamlined Back-to-Back Trading
Pyramid allows you to quickly enter offsetting deals, calculate the appropriate break-even fees, and link the corresponding deals together for easy lookup in the future.
Expose Asset/Liability Mismatch
You need to know the time periods in which your balance sheet has the most rate sensitivity. Pyramid's gap report reveals this sensitivity in an organized fashion via rate resets by maturity bucket, so you can deduce the time periods under which you are asset or liability sensitive.
Pyramid is ASC815 and IFRS9 compliant and supports derivative and hedge accounting for interest rate and FX hedging programs; including effectiveness testing, risk designation, documentation upload, support for de-designation events, and full accounting integration.
Pyramid's supports manipulation of currency and interest rate curves so that users can analyze the sensitivity of different FX and interest rate projections, including yield curve shifts and negative interest rate environments.
Eliminate Regulation Holdups
Pyramid produces hundreds of operational reports using real-time analytics, all of which can be stored in an integrated document repository. CFTC/DMO swap data reconciliation reports for DTCC submission.