SABI · Derivatives Market
Derivatives Market
Futures and forwards with online position and margin calculation, theoretical pricing calculator, historical-simulation VaR and a position simulator.
01
Front office
- Futures and forwards
- Entry of buy and sell trades
- Online position calculation for opening a trade
- Price valuation calculator and gain/loss determination
- Theoretical pricing calculator
- Trading limits by VaR and margin
- Profit and loss report
- Rate, index, dollar and euro futures
02
Back office
- Online margin calculation
- Online commission calculation per trade
- Online trading report
- Daily settlement report
- Online VaR by historical simulation
- Position simulator
- Authorisation of trading limits
- Cash control for interest, commissions and account administration
- Generation of accounting entries
03
Compliance
- Incident log
- OFF report with the central bank
- RC01 report with the central bank
- Validation
- Interface with the risk area
Futures and forwards.
In NextSabi this market is the pack sabi-der →