FinTech Accelerators

FinTech Accelerators

ActiveViam’s FinTech Accelerators are turn-key solutions built with Atoti+ that contain all the business logic and software code needed to meet a specific business or operational use case or meet a particular set of regulatory requirements and enable a faster time to market. Accelerators come pre-packaged with the source code and are fully configurable to suit any organizational structure.

FRTB (BCBS 457)

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Market Risk

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SA-CVA and BA-CVA (BCBS 507)

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SA-CCR (BCBS 279)

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FRTB (BCBS 457)

The FRTB Accelerator is designed with all of the formulas prescribed by the Basel Committee on Banking Supervision to solve for FRTB SA and IMA with calculations to compute and optimize those respective capital charges.

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Market Risk

The Market Risk Accelerator contains calculators to compute common market risk metrics such as VaR and Expected Shortfall well as a framework to perform end-of-day certification processes. The Accelerator also contains native What-If capabilities that would allow a user to simulate the impact of a change in a forex or interest rate on a set of trades, a portfolio or at the book or desk level.

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SA-CVA and BA-CVA (BCBS 507)

The CVA Risk Capital Accelerator supports calculations for both the Basic Approach (BA-CVA) and the Standardized Approach (SA-CVA) and helps to optimize the valuation adjustment to free up capital on balance sheets.

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SA-CCR (BCBS 279)

The SA-CCR Accelerator contains measures to evaluate the SA-CCR risk charges in a derivatives portfolio including the ability to create a chain of calculations that feed into one another resulting in an optimized capital ratio.

Collateral Optimization

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ISDA-SIMM

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xVA

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What-If

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Collateral Optimization

The Collateral Optimization Accelerator implements business logic for real-time monitoring and analysis of inventory, collateral requirements and costs as well as performs allocation limits and contains an optimization algorithm for collateral allocation.

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ISDA-SIMM

The SIMM Accelerator contains all of the necessary source code to compute initial margin with respect to the rules governing the ISDA SIMM Methodology.

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xVA

The xVA Accelerator allows users to compute more than one hundred xVA measures and aggregate exposures from the most granular level by trade, timepoint and scenario, to create a full picture of valuation adjustments.

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What-If

The What-If functionality is an Accelerator add-on to the ActiveViam platform that allows a user to make a change to any piece of data fed into the platform, create scenarios and immediately see the results.

Sign-Off (BCBS 239)

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Operational SubLedger

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Sign-Off (BCBS 239)

The Sign-Off functionality is an add-on to the ActiveViam platform that provides audit, control and business workflow verification. The Sign-Off allows the user to access historical data, correct errors on the fly and trace the audit trail.

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Operational SubLedger

Capture efficiencies, eliminate errors and speed up the accounting close with the Operational SubLedger (OSL) Accelerator. No need to wait for one particular piece of data before performing updates: batch processing becomes a thing of the past. Absorb and calculate entries from multiple systems at the same time, apply validations as the data arrives and integrate it into the enterprise.