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Microgen Independent Valuation and Risk (IVR) provides asset and wealth managers and their service providers with a software solution to deliver real time, independent OTC derivative valuations and risk analysis and comply with the requirements of the UCITS directives.
The Microgen IVR engine augments the middle- and back-office investment management process. Leveraging the user configurable Microgen Aptitude Business Process Platform (BPP), organisations can configure Microgen IVR to support bespoke processes for reconciliation, data input, integration and tolerance checking.
Microgen IVR combines real-time valuations with the ability to access underlying market data, curves, profiles and position data for historical analysis. The flexibility of the product supports "what-if" scenario handling, ad hoc valuations, manual override of market data, user definable curve definition and the ability to incorporate new structured products.
Additional features include:
- Transparency: Full access to the pricing models, profiles and metrics both on a real time enquiry basis and through price challenge reports delivers complete pricing transparency
- Client Reporting: Microgen IVR includes standard report templates including price challenge, cash flow and counterparty exposure, with open and ad hoc reporting via Crystal Reports
- Real time and historical view: All historical valuations, market data, curves, discount factors, FX rates and pricing metrics are stored in the Microgen IVR Financial Data Repository
- Control and Audit: Role-based security and a full audit trail providing visibility of any change to core market data, curves and valuations
- Integration: Input feeds from customers, counterparties, back/front office systems and market data are automated, as are outputs that include reports, data feeds or email
- Exception based processing: Tolerances can be defined to ensure end users focus on the valuations that require investigation and resolution.
Contact Microgen for more information...
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