The project will require E2E to build generic components to automatically perform the Forward Rate and Volatility Rate reasonability analysis on bankâs risk portfolio and to generate sophisticated P&L deviation reports with drill down facilities. Warrants and other Over the Counter (OTC) trading bankâs require their traders to make an estimate on the Volatility Rates and Forward Rates used for pricing the derivatives. For correct Mark to Market valuations, the risk management and financial control functions need to ascertain that the estimates are within statistical limits of general market estimates. TOTEM is one of the providers of such independent source of Forward and Volatility Rate reasonability data. E2E will use the data provided by Totem to perform risk analysis and mark to market valuation on Bankâs portfolio and generate customised drill down reports for P&L deviation.
E2E infotech has specialist knowledge in the area of Derivatives, Risk Management, Rate Reasonability and cash management and is one of the few companies providing integration solutions around Orc trading system.