Frame Financial System
Derivative and Debt Pricing
Frame provides sophisticated derivative pricing capabilities through its integration of the market-leading Fincad F3 Platform as its core valuation library framework. The F3 Platform valuation capabilities support fast, accurate and independently verified pricing tools and modelling support. Valuations of all standard and most exotic trade types are supported. New product types or pricing methods are rapidly available in response to market innovations. In addition, the bespoke component structure of the Frame solution supports incorporation of other valuation libraries as well as linkages to other valuation sources as required to meet client needs.
Analytics and Scenarios Analysis
Frame provides a comprehensive set of valuation and analytical processes. From a single trade to a cross-asset portfolios customized analytics support mark-to-market and accrual valuations, sophisticated scenario options, algorithmic differentiation for hedge sensitivity analysis, as well as calculations for PFE, XVAs, P&L attribution, and collateral support. Scenario analysis capabilities include the shifting of any combination of risk factors such as interest rates, credit spreads, inflation, volatility and time assumptions.
Position and Portfolio Lifecycle
Frame supports standard position and portfolio lifecycle event processing requirements. From initial onboarding of trade positions to daily portfolio accrual and valuation reporting, users have access to a variety of lifecycle workflow processes. The solution provides document management for trade confirms and credit and collateral agreements. All trade corrections and edit events are captured. Upcoming portfolio events such as fixing or payment activity, option exercises or expirations, credit related events, and trade maturities are updated and reported daily.
Frame provides Hedge Accounting valuations consistent with US GAAP and IFRS guidance. A variety of Cashflow, Fair Value and Net Investment strategies are supported. Both quantitative assessment as well as critical terms and simplified private company approaches may be implemented. For all supported strategies, Frame provides initial hedge designation documentation, assessment, measurement and reporting services for hedge accounting processing.
Financial valuation solutions are highly dependent on the quality of market data inputs. Frame provides interfaces to major data providers such as Bloomberg and Reuters and provides users with tools to monitor data integrity in real time. The market data interfaces support rapid adoption of new mapping data configurations as required by evolving market conditions or new instrument price sources.
Reporting and Visualization
Frame provides its clients with access to the best reporting and visualization tools available. Sophisticated interactive dashboards give your employees and partners an in-depth view of data, leading to actionable insights for your business. Build custom analytics applications to solve any data visualization requirements. Highly configurable data reporting tools support report creation for any and all data in system. Business information needs are constantly changing, so Frame provides advanced data reporting tools that use real-time processing to always provide information that is accurate and current.