Consistent Enterprise-wide Deal Valuations Enable Next-Generation Credit Risk Management
The ROME Deal Valuation Engine (DVE) offers a single comprehensive solution that collects, verifies, and calculates deal valuations across one or more transactional source systems. ROME’s industry leading technical architecture is scalable and flexible enough to meet the growing demands of today’s energy portfolios. Designed for high-performance processing, the DVE uses efficient algorithms and offers the ability to calculate cash and Mark to Market (MtM) for specific deal sets without running the entire portfolio.
ROME Integrator
The ROME Integrator collects and verifies data from multiple source systems. Comprehensive, timely and accurate deal valuations are critical for effective credit risk management. A holistic view of Credit Exposure and Credit Analytics requires consistent, enterprise-wide deal valuations.
- Create a single enterprise-wide repository of deal valuation data.
- Run jobs on a scheduled or ad-hoc basis to ensure accuracy and meet unique business requirements.
- Open standards based architecture allows easy integration with legacy applications as well as today’s Service Oriented Architectures (SOA).
Multiple Configurable Deal Types
- Supports multiple deal types including Forwards, Fixed Price, Index Priced, Swaps, Futures, etc
- Configure granularity pattern of cruves
Deal Fracturing
- Fracture raw deal header information, including applicable dates into deal legs.
- Incorporate product rules such as configurable calendaring and volume specifications
Intelligent and Dynamic Calendars
The ROME DVE provides accurate valuations and allows the user to define flexible product flow patterns and event dates driving market and credit risk calculations
- Delivery Calendar- Stores all the necessary components ( voluime, expiration date, payments date, etc) for valuation and handles products as diverse in their flow profiles as UK power and North American natural gas.
- Payment Calendar- Define expiration, billing, and payment data logic to determine key event dates such as bill-on and pay-on dates.
- Holiday Calendar- Allow users to designate days that influence business day calculations and product flows
Scenario Analysis and Pre-deal Checker
User-friendly interface to enter key elements (price, volume, term, location) of a proposed deal and view results on portfolio in real-time.
- Real-time answers to critical questions
- Instantly evaluate the effects of a specific deal on your credit limits
- Reserve credit lines
Seamless Straight-through-Processing to ROME CreditRisk
The ROME DVE provides valuation sets, deals and legs for unbilled cash exposure, billed cash exposure, and forward exposure components. A seamless interface between the DVE and ROME CreditRisk automatically populates the deal level information necessary to manage and evaluate credit exposure. Combining the DVE with ROME CreditRisk:
- Eliminates complex and time-consuming interfaces
- Improves data integrity
- Enables next-generation credit risk analytics
Find out more about how ROME may benefit your organization.
Contact us at info@romecorp.com. |
