|
|
 |
SSGI has worked closely with many fixed income trading desks and has a fundamental understanding of the business needs of trading and risk management staff coupled with the technology needs of their IT groups. In addition, SSGI has expertise in pricing model integration, risk management solutions, data warehousing and systems connectivity.
SSGI’s business line solutions for fixed income offers desks trading in fixed income securities the following high performance statistical analysis capabilities covering both single fixed income securities and complex baskets of securities. |
 |
Extensive yield curve analytics that allow historic zero curves to be constructed using the client’s preferred yield curve models. Pre-built data model covering a wide range of fixed income securities, plus visual design of data structures to extend coverage to new security classes as they are defined. Storage capabilities covering current and historic storage of correlation matrices and any kind of fixed income data, P&L and risk management capabilities for managing portfolios of fixed income securities.
Database technology that allows large quantities of historic data to be analysed in very short timeframes. Database technology that can combine and consolidate different sources of external and internal market data allowing the client to maximise data quality, coverage and depth, whilst minimising cost. Connectivity to existing databases (eg, FAME) and trading systems which means that market and positional data can easily be combined.
Open, simple to use and fully documented Excel and programming interfaces that make it easy for clients to implement their own proprietary analytics.
Enterprise
scaleable calculation server technology that allows the easy integration, pricing and risk management of in-house and third-party fixed income pricing models no matter how complex.
|
|
|
|
|
|
|
