Xplain - Derivatives Valuation.

a case study summary

Summary

Working with our development partners Metasite, we collaborated with London City-based Solum Financial to develop a cloud-based derivatives valuation and risk modelling platform. As their outsourced CTO, we worked with Metasite to take the platform from the drawing board to an enterprise-ready SaaS platform deployed into one of the largest banks in the world.

Now offered as a SaaS platform to global financial institutions and enterprises, the platform integrates with OpenGamma Strata, an open-source analytics and market risk library, delivering capabilities like pricing, analytics, curve calibration, scenario evaluation, trade modelling, and market data representation.

The Platform

A cutting-edge solution to inefficient financial data control processes

XPLAINXM is an automated exception management tool which, in a single platform, will efficiently cleanse and aggregate financial data, by applying user-defined quality controls. It also provides connectivity to leading market data providers.

XPLAINXM provides intuitive and user-friendly navigation, flexible data management and mapping toolkits, and fast automated workflows with associated dashboards.

XPLAINXM has a flexible deployment model with simple data integration in compliance with the client’s security policies.

XPLAINXM provides comprehensive audit logs, reporting and full versioning to assist with accounting and regulatory compliance. The user also has the ability to replicate historically published data.

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