DTS will provide you with the expertise to meet all of your Trading Risk Management needs. “Streamline your Trading operations” … to simplify and control costs by consolidating the number of systems used. Use a dedicated system for trading in any particular asset class, with your vendor of choice solution for trading all other asset types. “Rely on Accurate & Consistent Positions” …to fully integrated trade capture with tools for portfolio analysis, operations and risk management. Successful integration insuring your organization always has a consistent view of positions ensuring rapid investigation. “Build User friendly Ergonomics tools for High Volume Dealing” … to design ergonomic trading tools designed for efficient high volume trading and real-time position keeping. Quickly price and solve pre deal limit checks and limit reservations and finally execute live or prospective deals. “Utilize Browser base technology” … to gather requirements to design real-time trading using browser base technology. Real-time position keeping and P&L calculations for a full range of products and Greeks. “Provide Superior Equity Trading Systems” … to develop equity trading modules specifically designed to address the unique requirements of your equity and equity derivative traders. Provided you organization with sophisticated real-time desk-level equity risk measures and hedging recommendations. Rapid deal capturing and pricing. “Implement Commodities Trading Systems” … to capture energy products (including energy derivatives) alongside financial transactions and aggregates them in a consistent manner for computing cross-asset risk measures. Enable capturing and measuring risk of energy based derivatives like electricity, gas, oil, and coal derivatives. “Enhance your Proprietary models” … to give your traders competitive advantage. Develop Pricing libraries and Excel VBA Access add-ins. “Utilize Desktop Risk Analytics” … to provide extensive market and credit risk reporting including: Variance Risk, Monte Carlo VaR, Historical Simulation VaR, RiskMetrics® VaR, Scenario analysis, Stress testing, Cashflow analysis, Portfolio analysis, as well as asset class specific reporting. “Cross-asset Portfolio Aggregation” …to provide a consistent framework for evaluating risk across diversified portfolios. “Intra Day Risk Management” … to provide a high performance distributed solution for intra day risk management on enterprise-wide portfolios. “Market Risk Management” … to provide high-end analyses such as Variance Risk, Monte Carlo VaR and Historical Simulation. “Credit Risk Management" … to includes Credit Loss Analysis (Credit VaR, Brute-force Credit VaR using Monte Carlo simulations), Monte Carlo, and Credit. |