| Dealable pricing for FX & EQ |
Live price for accumulators, target redemptions, basket notes, DCD, ELN, range accrual & digital linked products |
| Backsolve barrier from margin |
Backsolve barrier for an accumulator for a given strike, date schedule and target margin, based on live rates |
| New product creation |
Create a new product, its screens, termsheets & payout rules without requiring any software enhancements |
| Order book-building |
RM refers to real-time aggregation status for all live products, so that chances of order fill can be maximised |
| DCD maturity & rollover |
An exercised dual currency deposit needs to be notified to client followed by rollover pricing and capture |
| ELN after corporate action |
A share was split and all associated structured products need to be redenominated |
| IR Range accrual monitor |
Customer queries for MOTT status for how much interest is accrued till date |
| Barrier level & depth watch |
Market too volatile, need to know which products are approaching barrier trigger levels |
| Event alerts prompter |
Customer needs to view calendar of upcoming events e.g. payouts, bonuses, redemptions, resets, knockouts etc |
| Callbacks & redemptions |
Need to co-ordinate customer-triggered as well as bank-triggerd pre-maturities, in most automated way |
| Product oriented settlement |
Required net settlements reflecting the true nature of the structured product as sold and not a split view based on the building blocks |
| Customer correspondence |
Beyond regular confirmations & notifications customer expects accrual calculation history and unwinding cost |