Derivatives Transaction Reconciliation

 DERIVATIVES PORTFOLIO RECONCILIATION  Ferential’s PYRAMID System offers a comprehensive solution for management oversight and independent analysis of derivative portfolios.  The Derivatives Reconciliation Module provides powerful tools for transaction reconciliation of derivative positions based on a wide range of user-defined criteria.   Reconcile Derivative Transactions With Portfolio Management Analytics -- At Deal-level or Leg-level: NPV, MTM, Accrued, PV01, DV0X, Rate Buckets, Greeks -- At Deal, Leg, or Cash Flow: Notionals, Index Resets, Payments, Fixing Days, Holidays -- Booking Data Accuracy: Entities,...
Product and service specifications
Database
• MS SQL Server
Language used
• C
• C#
• C++
• Visual Basic
Operating system
• N/A
Pricing structure
• N/A
User interface
• N/A
Tags:
Derivatives Portfolio Reconciliation, PYRAMID,