What is the current value of my structured notes and derivatives?
Price third party structured notes and derivatives at any point in time
Have immediate valuations available whenever you need them
Actively monitor the exposure of a portfolio of derivatives and structured notes
Be aware of any exposure concentration in your portfolios
Valuation of Products
LexiFi enables financial institutions to value all genres of derivatives and structured products.
This can either be via a scheduled process or as ad-hoc task whenever required during the trading day.
LexiFi Use Case: Stress Testing
What is the value of your client’s portfolio if the market drops 20%?
Calculate product and / or position valuations simulating changes in market conditions
Define scenarios which can be reused
Compare stress testing results with Value at Risk numbers to compare the likelihood of such an event
Generate reports with the required stress testing analysis
Proactively react to ever changing market conditions
Definition of Scenario
LexiFi allows for the stress testing of any input factors that go into the pricing of products.
Scenarios can be applied to single products or whole portfolios.
Scenarios can include changes to single items (e.g. HSBC drops by 10%) or a set of items (e.g. All stocks drops 10%, Volatility increases 20%,
Issuer Credit spread widens by 150 Bps).
Stress tests can either be run online or as scheduled reports, which can be distributed to the respective recipients.
LexiFi Use Case: Documents
Do you have a fully automated solution for the generation of term sheets?
Fulfill regulatory requirements with respect to termsheets
Simulate potential profit / loss based on pre-defined market scenarios
Include additional analytics like autocall or barrier probabilities
Ability to dynamically generate term sheets based on different markets, containing different legal disclaimers and in multiple languages
Generate performance reports for existing products
Information essential for regulatory requirements
LexiFi allows for the calculation and inclusion of a wide range of analytics into term sheets. These include:
The profit / loss of a certain product in specific market scenarios
Autocall / Barrier Probabilities
Value at Risk
LexiFi Use Case: Event Monitoring
Do you want to actively monitor upcoming events of Structured Notes and Derivatives?
Actively monitor upcoming events and pro-actively inform your customers
Automatically manage all events related to your structured notes and derivatives
Monitor expiries / autocalls of products and plan the issue of new products accordingly
Calculate the likelihood a certain event will occur
LexiFi provides the ability to automatically detect all mandatory events and update the relevant contracts accordingly.
In case of optional events, LexiFi supports the required processes and provides the required information to the respective parties.
LexiFi provides reports to highlight the probability of the occurrence of certain lifecycle events. This includes potential call of
callable products, the likelihood a product will be redeemed or the probability of barrier crossings.