Email Contact Phone Company Visit Website

New Jersey Office Head Office

76 South Orange Avenue Suite 106
South Orange


908 464 3360


John Dukich
[email protected]

Derivatives Transaction 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, Portfolios, Accounts, Dealers, CSA Collateral Terms

-- Multi-date Valuation Comparisons, “What If” Shift Analytics for Market Data, Curves

-- Drill down Curve Comparisons and Charting Capabilities

-- Reconciliation filters allow users to define the sensitivity level of discrepancy tracking


Tools To Manage Workflow Processing Tasks

-- Track and reconcile in real time valuation or payment discrepancies  

-- Detect differences between confrmation vs. system trade caused by data input errors

-- Monitor transaction amendment booking activity

-- Track status of unsigned confirmations or amendments

-- Independently validate front office “booked” deal parameters  


Independent Reconciliation of Valuation Curves

-- Reconcile internal curve sets VS.  PYRAMID generated curves, or third-party data

-- Data interface allows easy upload of market data or curves from other valuation systems 

-- Identify valuation discrepancies arising from curve construction or market data input issues


Comprehensive Reconciliation Reporting

-- Error log provides audit trail of identified and corrected trade items  

-- Track source of trade discrepancies by user and system

-- Analyze data at a portfolio level or drill down to individual transaction legs

-- View portfolio, trade or leg level discrepancies by many search criteria

View other products from Ferential Systems Inc.

Hedge Accounting - IFRS 9 / ASC 815

HEDGE ACCOUNTING FOR IFRS 9 and ASC 815 The PYRAMID Hedge Module provides comprehensive Hedge Accounting support for Fair Value and Cash Flow methodologies in accordance with IFRS 9 and ASC 815. The Hedge Accounting module is designed to provide users with maximum flexibility when defining testing policies, running analytical testing, generating reports and feeding accounting …

PYRAMID - Proven Trading and Risk Management Software

PYRAMID is a comprehensive,  cross-asset trading, processing, and portfolio risk management solution.  Top tier banks, broker dealers, insurance companies, advisory, and audit firms rely on PYRAMID,  for  derivative and foreign exchange trading and valuations, independent portfolio risk analytics, complete front-to-back processing, and hedge accounting management.  PYRAMID can be used as the central trading, valuation, and …