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LIBOR Express

GreenPointGlobal

Consumer Banking
Pricing & Analytics
Powerful, versatile, and system-agnostic LIBOR replacement/RFR management platform for loans, bonds, and derivatives.
Consumer Banking
Pricing & Analytics
Powerful, versatile, and system-agnostic LIBOR replacement/RFR management platform for loans, bonds, and derivatives.

Description

LIBOR EXPRESS is a state-of-the art and readily deployable platform for simulation and management of cash and derivative instruments for LIBOR/RFR transition. LIBOR EXPRESS mitigates challenges associated with distributed/siloed quantitative platforms. Being adopted at major banks and insurers.

 Key Capabilities

 

  • Quantification and simulation across major and minor alternative risk-free rates – for both pre-and post-transition, as well as new trade impact assessment.
  • Designed from the ground-up to be versatile. LIBOR EXPRESS can be used with all Finastra platforms including LoanIQ, Phoenix, Summit, Kondor and Opics as well as non-Finastra systems.  
  • Numerous applicable use cases for banks, investors, and corporate issuers. User configurable interactive reports including MTM, cashflow and P&L simulation and impact.
  • Historical and hypothetical what-if and stress scenario simulation.
  • Portfolio and trade level drill downs with blotters.
  • Continually updated with global regulatory and industry developments.
  • Fully integrated with market data -- license includes Reuters market data.

 

Functionalities and Specifications

 

  • Seamless automated trade/loan uploads across multiple segregated portfolios through widely used data formats
  • Individual trade entry for pre-trade what-if analysis or addition to existing portfolios.
  • Multi-tenant framework with segregated portfolios and rigorous access control.
  • Computations and simulations performed on Finastra’s powerful and robust Summit platform. Quantitative model documentation is provided.
  • Out-of-the box browser-based usage with minimal requirement for implementation, deployment, or development.
  • 300+ security and firewall protocols checked at Finastra and Microsoft Azure levels – ISO and SOC compliant.
  • Counterparty and client information masking behind user/client firewall.
  • Highly scalable and secure cloud-based compute capacity on Microsoft Azure.

 

 

 

General information

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