Finmechanics has clients spanning 10 countries on 4 continents. Here are a few examples of how we help them:
Front to Back Cross-Asset Enterprise system for banks
Pre-trade analytics, decision support, position keeping, P/L analytics, risk, compliance, back-office and accounting
Regulatory compliance for banks
- FRTB Standardised and IMA
- SA-CCR
- Hedge Accounting
- SIMM
Credit Risk
- Credit Limits
- Real-time pre-trade controls
- Potential exposures calculations and display
Market Risk
- Scenario Management
- VaR
- Expected Shortfall
- Backtesting
- Enterprise risk analytics
Financial libraries platform
- Combining FM Converge models with the bank’s internal models
- P/L and sensitivity limits calculations and implementations
- PFE limits calculations and implementation
XVA
- CVA, DVA, FVA
Cross-Asset Web Trading Portals for Banks and Currency Exchange Companies
- Single-Dealer portals for FX, Fixed Income, Derivatives and Structured Products
- Wholesale bank and multiple venue aggregation and best execution
- Integrated liquidity, treasury and risk management
Bullion and Physical Asset Management
- Full lifecycle support for bullion physical and derivatives trades
- Bank Notes warehousing, distribution and logistics for banks and currency exchange companies
Example Consulting Assignments
- FRTB exotic books SA versus IMA simulations and capital calculations
- FRTB IMA performance benchmark for cost benefit analysis
- PFE, CVA, XVA computations
- Artificial intelligence prototype
- Blockchain fx matching and confirmation prototype
- Business Analysis and Process Re-engineering for third party systems implementation