News from 2010

The Liquidity module has been enhanced to meet the latest requirements of the FSA and ECB

The enhancements include the ability to define, run and analyse stress and shock scenarios across the following contributing elements:

  • Market pricing (interest rate, FX rate and volatility rate)
  • Product / franchise (market access and availability)
  • Customer / counterparty viability

The enhancement provides institutions with the ability to define scenarios at both granular and market wide levels and hence perform both systemic and idiosyncratic stress tests.

Corporate Deposits 2.3 goes live with additional functionality at Irish bank

Phase 2.3 of the Verasis Corporate Deposits application has gone live supporting over 11,000 accounts in the MISYS OPICS Call & Notice module at multiple sites in an Irish Bank.

The Verasis Corporate Deposits application provides an intuitive, fluid, and business process based Dash Board that overlays and utilises the standard Core functionality of the MISYS OPICS Call & Notice and Deposit & Loans modules.

Basis and Credit Spread in Yield Curves

Basis and Credit spread functionality has been developed and incorporated into the Yield Curve and Valuation activities of Verasis Risk.

  • Spread Curve Generation: Enhancement to existing Yield Curve functionality along with the ability to define Basis and Credit Spread curves.
  • Valuation and reporting using Basis Spread Curves: Enhancement of existing Verasis Risk functionality to incorporate Basis Curves into valuation routines and the development of additional Sensitivity Reports.
  • Valuation and reporting using Credit Spread Curves: Enhancement of existing Verasis Risk risk functionality to incorporate Government / Sovereign Curves into valuation routines and the development of additional Credit Risk Reports.

 

If you would like more general information on Veratec or Verasis, please contact us on +44 (0)20 7375 1000, or email us at info@verasis.com.

Veratec Ltd does NOT claim any ownership of FRONT ARENA. FRONT ARENA is the property of the SunGard Data Systems Inc group of companies. Veratec Ltd is not linked to or endorsed by SunGard Data Systems Inc. Nothing on this website shall grant or purports to grant any rights in or licences to use FRONT ARENA.

Veratec Ltd does NOT claim any ownership of OPICS. OPICS is the property of members of the Misys plc group of companies. Veratec Ltd is not linked to or endorsed by Misys plc. Nothing on this website shall grant or purports to grant any rights in or licences to use OPICS.

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