Solutions & Services

You have a variety of derivatives in portfolios and funds (Look Through), and experience a difficulty in calculating their expected future cash flows on a regular base for interest rate risk and credit spread risk models in SimCorp Dimension. Your current cash flow calculation process is time-consuming. You would like to match the cash flows of assets and liabilities, however, it takes a significant time and number of iterations to do it manually.

Our new Cash Flow forecast automatic engine will provide you with the complete and regulation-compliant expected cash flows to be used by your experts for:

• Cash flow matching/hedging (liabilities vs assets)
• Interest rate risk (DV01), credit spread risk (CS01), market value and stress tests valuation models
• Reporting to regulators, clients and auditors

Control & match all future cash flows effectively (whether they are used for interest rate risk or credit spread risk calculation) despite the size of your portfolios and variety of financial instruments. Use Cash Flow data for reliable hedge strategies (e.g. Cash Driven Investments (CDI)), stress scenarios, market values, DV01 and CS01.