Projects Domain
  Trading Applications
  • Integration with new electronic exchanges
  • Market monitors using feeds from trading sources
  • Integration with primary issuance models and analytics
  • Fixed Income
  • Trade Hub
  • Structured Finance
  • Derivatives
  • Middle & Back office
  Portfolio / Risk Management
  • Web-enabled inventory systems tied into the back office
  • Integration of securitization models and priced loan pools into
    existing firm-wide risk systems
  • Creation of new risk managements systems with the latest
    available technologies (e.g. stochastic processes, VAR)
  • Surveillance
  • Portfolio Management
  • CDO
  • Structured Finance
  • Risk Management
    Systems
  Loan Tracking / Origination
  • Marketing summaries
  • Intranet reporting
  • Loan coupon solvers for desired economics
  • Securitization dry-runs
  • Rating agency models
  • Optimal pool creation
  • MBS
  • Middle Office
  • Operations
    & Settlements
  • TBA
  • Allocation
  • Structured Finance
  STP Utilities
  • Synchronous data exchange with industry protocols
  • Application re-engineering and enhancements
  • Multiple systems data integration
  • Conversion of batch-processing in to real-time processing
  • Automation of physical processes
  • Front to Back Office
  • Trading Systems
  • Accounting
  • Risk
  Pricing Models
  • Securitization vs. loan-sale COF & economics
  • Interest rate, default, prepayment scenarios
  • Prepayment penalties
  • Tax models
  • Lease residual optimization
  • CDO
  • Structured Finance
  • Wall Street Analytics
  • Tax
  • Fin 46 Analysis
  Interface Enhancement
  • Flexible GUI Interface coupled with cashflow capabilities
  • All
  Investment Website
  • CDO Information Website (Multiple)
  • CDO
  • Structured Finance
  • Derivatives
  Database
  • Multiple Internal System Information & Feed Storage
  • Database Redesign & Data Mapping
  • CDO
  • Structured Finance
  • Database Management
    & Reporting
  • Real Time Feeds
  Data Management Utilities
  • Utilities to read multiple logical formats and perform
    validation comparisons against various data sources.
  • MBS
  • Structured Finance
  • CMO’s
  • MBS Derivatives