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: |
- 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.
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