Sapient Global Markets has released Structured Finance Risk Manager (SFRM), a flexible combination of services and software to automatically value, monitor and manage the risks associated with structured assets. SFRM enables firms to achieve greater visibility into asset valuations and cash flows, vital for collateral optimisation for central bank repo requirements, and in line with changing regulatory requirements.
Deployed and proven in environments with portfolio values in excess of US$200bn, SFRM automates the risk monitoring and analysis of asset and mortgage backed securities (ABS/MBS) and covered bonds.
“Increased regulatory scrutiny on the most complex instruments is a key concern for capital markets participants trading structured finance products,” said Kevin Samborn, vice president, Sapient Global Markets. “In line with changing regulatory demands, we created SFRM to help achieve transparent, auditable and consistent valuation and analysis of portfolios of ABS/MBS, CDOs and covered bonds. As an added benefit, firms can also use SFRM to optimise performance when assets are used as collateral in central bank repo facilities.”
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