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New SimCorp Dimension task/project
Online SimCorp Dimension Support & Development
Project planning
Validate/Audit concept
System performance
LDI hedging engine: KRD, DV01
Currency (FX) risk hedging engine
Index Tracking & Portfolio Rebalancing engine
Cash flow forecast engine: matching, CDI
IRS swap daily pricing engine
Bond Forward (OTC) daily pricing engine
Swaption (OTC) daily pricing engine
Automatic data management

LDI hedging engine: KRD, DV01

With currently volatile and challenging financial markets the yield curves are not moving in parallel way anymore. You are looking for a reliable and stable interest rate risk hedge strategy, which would secure the clients’ portfolios market values fluctuations (assets & liabilities) in an effective way, despite the variety of derivatives and yield curves to be used.

Our new LDI hedging automatic engine for SimCorp Dimension will provide you with the requested LDI (Liability Driven Investments) hedging strategy on automatic basis.

Create the reliable LDI hedge strategy for interest rate risk in order to match your assets and liabilities market values regularly and reliably.

Fast

Fully automated

Safe

Reduces the operational risk of manual LDI/hedging calculation process

High-Quality

All Fixed income instruments are supported, including ETD, OTC, Funds & Look Through