[ Products ] - AFAS Inc. - Advanced Financial Advisory and Systems

Trade and Risk Management System

Skipper is a next generation system which provides sophisticated and integrated portfolio management and risk analysis based on user perspectives and various financial instruments present in the market, such as Bonds, Mutual Funds, Stocks, Money, FX, Futures and Derivatives. Skipper is a practical system which implements pricing, trade management and other necessary information, it can also provide strong support to users in the sales of their derivatives like Interest Rate Swap, Coupon Swap, Cap/Floors etc.

Common Pricing / Evaluation Engine for Competitive Maintenance Cost and Operational Work Load Improvements

With "cross product" concept, a variety of analytical functions are provided in addition to the basic functions of trade input, market analysis, portfolio management, cash flow management, risk management, collateral management and reporting.

Skipper family covers wide range needs from traders to whole enterprise level - Front, Middle and Back office, Risk Management, Asset Management activities of Banks, Securities Firms, Life Insurance companies, Hedge Funds etc.

Banking Risk Management System (ALM, Market Risk, Credit Risk)

It provides position management and sensitivity management based on the present value of liabilities and assets - integrated deposit and loans in addition to various financial products available in Skipper. It provides uniform risk management for banks, consolidating middle and whole risk management. SkipperBanking shares common logic with Skipper, thus it can be used as an integrated risk management server. Further multilateral portfolio analysis can be done from various angles with series of simulation modules.

Cash and FX Management System

Cash Management is quite sensitive and complicated issue, still most of the financial institutions manage it manually. Under volatile interest rate markets systemization of cash management is critical due to interest rate position fluctuations. Thus, there is a need to align market business and branch business. SkipperCM enables integrated position management with skipper.

Derivative Sales and Proposal System

SkipperBiz helps relationship managers develop strong clientele. It incorporates latest needs for derivative products to propose new trades, negotiations with customers and easy handling of contracts. This system facilitates trade rationalization, operational risk reduction, market data and derivative business information sharing at company level, timely product development and proposals to clients.

BIS Risk Calculation System

Levee handles BIS regulations introduced in March 2007 (Basel II ? New Capital Adequacy Ratio Regulation). It effectively aggregates data from various systems like accounting system and calculates credit risk-weighted assets using standard approach, internal ratings-based approach and 1988 Accord approach. Further, LeveePR estimates risk parameters for internal rating-based approach.

Time Series Data and Chart Analysis

It displays yield curve, volatility curve using historical market data (Interest rate, FX and volatility). Market movements could be understood visually and any missing data can be observed within no time.

Real Time Portfolio Management

Stream is a real time portfolio management system which comprehends real time financial market information. It widely supports portfolios such as bonds, futures, FX, REIT and ETF etc.

Commodity Derivative Pricing, VaR valuation System

This system has inbuilt functions for position management and risk management for Commodity Futures, Commodity Swaps and Commodity Options.