If you are participating in a volatile commodity market, it is imperative that Portfolio Managers and Traders can assess both internal and client positions accurately using the latest market price data. Brady's systems are designed with this in mind: they come complete with a suite of pre-defined user reports from simple trade listings to more complex 'What If' stress testing Matrices for in-depth risk/reward analysis.
However, we also recognise the fact that in today's ever changing market environment there is a need to adapt the way in which 'Risk' is reported, so our systems are user configurable allowing new reports to be created instantly. In addition, our experienced professionals, with both Commodity Market and IT backgrounds, are on hand to liaise and advise on Risk, Regularity and Compliance reporting methods, such as Value at Risk ('VaR') and CAD II, and how these can be incorporated in our systems.
When market activity is at its busiest, time is of the essence when it comes to position reporting. Macros can be generated and scheduled to run user reports at any given time, the results of which can be printed or output to file. Overnight batch processes can be created and run, allowing immediate analysis first thing the following morning.
Having the ability to interface with third party systems is also now a necessity. Our systems have been successfully implemented within organisations with interfaces to other systems, both internal and external, including LCH.Clearnet matching system and LME SWORD warrant transfer system, while our General Ledger Interface allows seamless data-flows between accounting systems.
In addition, the advancement in technology over the last few decades has made the commodity market place truly global, allowing a large number of contracts to be traded around the clock from virtually anywhere in the world. So, Brady has designed its systems to have single or multiple databases that can be accessed by users at any number of different locations.
Trinity
Trinity is a single integrated supply chain and risk management solution. It has a comprehensive range of features across derivatives, physicals and treasury and is capable of handling all stages of a transaction from front to back office.
Opval
Opval is a fast and flexible option pricing and risk management system. It provides a fully integrated suite of front to middle office functions from quick and efficient pricing of various types of options, through deal entry and portfolio management, to risk analysis and reporting.