Derivatives

Derivatives come in all shapes and sizes. Cash flow behavior can be complex and specific derivative rules can vary widely. Today most funds make use of derivative products in some shape or form. In order to properly manage these assets, investment managers need a system which handles with ease both the complexity and nuances of each derivative type. Sentry PM delivers in both of these challenges.

Sentry PM provides the ability to manage your derivatives effectively by offering users clear interfaces and concise workflows. In addition, with connectivity to several market data sources  Sentry PM users have several choices for data, pricing information, asset statistics, and more.  Sentry PM also allows users to map fields from IDC or Bloomberg directly to fields within Sentry for real-time updates of derivative data when you need it.

Featured Functionality for Derivatives

  • Ability to easily view through customizable dashboards all relevant derivative data at the individual asset or portfolio level including Greeks, asset settings, projected cash flows, pricing, etc. .
  • Link to underlying asset to inherit specified properties to gain a better view into risk across the entire portfolio.
  • Automatically post cash flows, maturities and default events.
  • Data connections to several derivative data providers including Markit, CMA, Bloomberg and more.

Here is a sample of some of the derivatives types we cover:

  • CDS
  • LCDS
  • PAUG CDS
  • Total Return Swaps
  • Futures
  • Forwards
  • Credit Linked Notes
  • Swaptions
  • CDOs
  • CLOs
  • Step-up Accumulators
  • Interest Rate Futures
  • Stock Index Futures
  • Currency Futures
  • Equity Swaps
  • Equity Options
  • Index Options
  • Interest Rate Option
  • Perfect Asset Swap
  • Basis Swaps
  • Currency Swap
  • and more

Find out more

Contact us today to arrange a demo of our derivative functionality and to see how we can improve your data access, streamline your operations, and provide a platform on which your business can grow.