Skip links

FM Converge

FM CONVERGE

OUR VISION IS AN EXTENSIVE TRADING, PRICING, PROCESSING, RISK AND COMPLIANCE SYSTEM, WHICH PROVIDES MODELS AND WORKFLOWS RAPIDLY REPLACING OR INTEGRATING WITH THE BANK’S EXISTING ONES.
 
FM CONVERGE IS A MICRO-SERVICE BASED PLATFORM ALLOWING AGILE AND PROGRESSIVE TRANSFORMATION OF BANKS’ ARCHITECTURE AND SYSTEMS. ALL SERVICES ARE DESIGNED TO SEAMLESSLY WORK ON CLOUD AND ON PREMISES.

SALES & TRADING

  • Deal and instrument structuring
  • Pricing analytics & Risk Management
  • Multi-curve pricing
  • Full integration internal/external models
  • Pre-deal checks, Margining, SIMMTM
  • CVA, DVA, FVA
  • Real-time cross-asset Position Keeping
  • P/L Explain, ALM, Hedge Effectiveness

PROCESSING & ACCOUNTING

  • Deal Processing, Life-Cycle Management
  • Confirmations, Settlement, Payment
  • Clearing platforms gateway
  • Rule-based Accounting
  • Configurable Workflow
  • Blockchain ready

ENTERPRISE RISK MANAGEMENT

  • VaR computation using full revaluation
  • Expected Shortfall
  • Scenario Generation
  • Full Drill-Down Capabilities
  • Stress-test, Back-Testing
  • Enterprise XVA
  • Collateral Management
  • Real-Time Limits

FRTB

SA-CCR

  • Real-Time Sensitivities
  • PFE Add-on Calculation
  • Exposure Reports
  • Capital Requirements Reports

IFRS9

  • Hedge Effectiveness
  • Expected Credit Loss
  • Rebalancing
  • On-Demand Reports
  • Changes and Movement Reports
Download

TECHNOLOGY