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A-Team Insight Blogs

Microgen, NumeriX, IRML Team to Support Fund Managers in Derivatives Valuations

Microgen has launched a new Microgen Aptitude-based solution in partnership with NumeriX and Independent Risk Monitoring Limited (IRML), designed to support asset managers and their service providers as they tackle the challenges related to their increasing use of OTC derivatives.

The solution – Microgen Independent Valuation and Risk (IVR) – is billed as an integration solution for independent derivative valuation and portfolio risk and compliance. Based on Microgen Aptitude, a BPM suite, Microgen Aptitude is designed to integrate, enrich and manage the data required to automate the processes, error correction and valuation of non-standard OTC derivatives. It also generates portfolio analysis in the areas of risk and compliance, such as VaR calculations and UCITS III compliance checks, the vendor claims.

NumeriX contributes to the solution a deal capture language and cross-asset model for pricing and control. IRML provides risk monitoring and reporting services.

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