Atlas provides you :

• Fixed Income Risk management system providing consolidated access to each mortgage desk’s positions (including hedges), P&L, hedge ratios, desk-specific pricing scenarios, and risk metrics.

• Support bucketing and filtering by desk-specific criteria, shared views that updates when marks are modified or new trades are entered, pricing intra-day to capture real-time market movements.

• Fully integrated with all analytics capabilities as listed:

• A common suite of sophisticated cross-desk fixed-income analytic tools.

• Consistent set of models, analytics and real-time (market, trade, security, and collateral) data across the system.

• A sensitivity tool that provides fine-grained, material control over all (deal, collateral group, and loan-level) amortization inputs, deal-level assumptions and pricing parameters required to properly evaluate (stress) bonds for trading and marketing.

• A portfolio tool that enables large number of securities/loans, complex (layered) econometric scenarios, risk metrics (partials, vega, etc), control of pricing among scenarios, horizon analysis (total return, carry), trade analysis (hedged, financed), OAS.

• P&L attribution and portfolio-level aggregation.

• A fund manager tool that integrates historical and (model-) projected performance, provides price/P&L attribution analysis.

• Redesigned batch system and a new generation of reports.

• Generic system design to capture asset valuation beyond mortgages (i.e., all matched- or macro-hedge possibilities such as treasuries, Interest Rate derivatives/options, CDS, etc).

• Anticipate customized trading/banking strategies that require rapid prototyping using low-level analytic entities like OAS.

• Seamless (automated) interaction with middle-office. Enter trade and hedge tickets directly into the system, mark positions intra- and end-of-day and feed to middle office; views update real-time; minimize operational error.

• Capture and run nightly (or on-demand) an exhaustive set of econometric scenarios, specifically designed to stress all quantifiable risks associated with positions, in order to provide an accurate view of the risk/return profile of each trade/desk.

• High-level management view with up-to-date aggregated (bucketed) risk across all desks in relevant, consistent risk scenarios; enable drill-down to asset-level. Coordinate with customer systems (e.g., feed firm VaR).

Other critical technical requirements that Atlas promises to meet are :

• Centralized enterprise system management, configuration, monitoring, and maintenance

• Global scalability across multiple locations and entities for continuous real-time follow-the-sun trading, risk management and processing

• Multi-threaded task management to optimize workload performance

• Cached data in memory to improve and optimize database performance

• Grid computing to perform process-intensive tasks and manage system stress-loads

• Strong system security and control via comprehensive authorizations, user access and password control, group level permissions and multi-entity permission structures

• High availability, disaster recovery and failover through stateless storage of persistent data and redundant clustered servers

Support & Pricing

To know more about ATLAS visit our Support & Pricing Strategy.

FAQ's

Read the FAQ's sheet here for all the products features to get to know more about all.