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FinCap products are developed with robust and scalable technology to efficiently manage the process, improve usability and productivity, and provide accuracy in results in structured finance space.

 

FinPricer - A Comprehensive Technology Solution for Pricing and Risk Analysis

A desktop and network-based Distributed Processing System, this database-driven Enterprise System can be scaled to meet the needs of small hedge funds as well as major market dealers. FinPricer™ is a versatile and easy to use tool for both front office and middle-office functions. The FinPricer™ solution is a comprehensive Microsoft Technology (C#)-based application for valuing, and managing risk of structured finance products.

Its underlying industry standard models are powered by the state-of-the-art high performance Intex analytics and it is designed to integrate seamlessly into Intex’s database and cash flow engine. FinPricer™ runs using a user-provided loan level prepay model, a loan level loss model as well as a custom interest rate generator.

Integration of Prepay, Loss, and Severity models at custom collateral grouping levels. Portfolio Management capability so users can manage and run multiple scenarios on entire portfolio of securities, even multiple portfolios, efficiently.

An open architecture Collateral Compiler that incorporates data from multiple sources including Risk/Prepayment models, loan level data providers, credit bureaus, servicers, and rating agencies.

Through intuitive and customizable reports, the application makes it easy to:

Value ABS
  • Quick Comparative Analysis of ABS
  • Generates cash flows on multiple deal with multiple scenario simultaneously
  • Quick interface to multiple formats of data
  • Helps develop costume scenarios
  • Collateral replacement features helps replace loan level data from other third party data providers within Intex deals
Enhanced Reporting features include
  • Deal Level Info
  • Individual Tranche Info
  • Loan/Asset Level Detail
  • Stratification and Analytics
  • Cash Flow Tables (Tranche and/or Group Level).
  • Portfolio Summary Reports
  • Collateral Level Reporting

The integration of Intex's deal model libraries and cash flow generation functionalities into the FinEngines application FinPricer offers:

  • Traders to easily price bonds using loan level models.
  • FinPricer coupled with Fin*Compute Server a distributed computing solution which enables end users to perform parallel processing of various financial computations (pricing of several deals and scenarios) becomes an ideal choice for most portfolio managers.
  • Helps you re-evaluate the cash flow generated using Intex data by access other third party loan or pool level database like Loan Performance and replacing the collaterals for generating comparative cash flow reports.

Fin*Compute Server is a distributed computing solution built on Service Oriented Architectural (SOA) framework enabling end users to perform parallel processing of various financial computations i.e., to price several deals and scenarios. It runs on Microsoft Windows Server 2003 and other Microsoft operating systems. It is the next generation enterprise-level pricing solution designed to meet strict time constraints faced by the business to process large amounts of data.

Key Features:
  • Customizable Analysis can be performed effortlessly as the distributed processing system built on top of Windows 2003 Server provides for computationally intensive tasks
  • Long running jobs can be left to produce 1000's of reports round the clock
  • Enormous amount of time is saved as computationally intensive tasks can be distributed seamless Business Flow Integration
Business Problems Solved:
  • True distributed computing versus simple batch system which is time consuming & redundant process
  • Real-time sharing of business critical reports
  • Considerably low cost compared to running a system built in-house
  • Run analysis on several hundred deals using a distributed system effortlessly
  • Collateral replacement features helps replace loan level data from other third party data providers within Intex deals
 
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