Trading
Every calculation your trading system doesn’t cover, in one controlled place
Positions and P&L come from your trading and administration systems. Everything specific to your business, from risk views to the calculations behind regulatory reports, is built in Excel, because international trading platforms don’t implement every local rule. Excelerant keeps that flexibility, runs those workbooks centrally and brings their results together on dashboards for the desk and management.
Central
every calculation runs on the server, on live data from your platforms
One dashboard
results from several workbooks, for the desk and management
Reproducible
every reported figure, from the exact version that produced it
The challenge
Those workbooks run on individual desktops, outside the controls that apply to the systems around them. Management sees their results as figures copied into e-mails and reports. Each new requirement adds another workbook, and when the supervisor asks how a number was produced, the answer is hard to give.
Typical calculations in Excel
- Own funds and capital requirements, such as net position risk
- Liquidity and concentration risk
- Stress scenarios for the internal capital and liquidity assessment (ICARAP)
- Margin and credit usage at the clearing broker
What Excelerant does
- Runs every calculation centrally, instead of on one person’s desktop.
- Keeps Excel’s RTD formulas working: live prices and positions come straight from your trading platform.
- Combines results from several workbooks into dashboards for the desk and for management.
- Keeps every version of every workbook, so any reported figure can be reproduced with the version that produced it.
- Turns a new reporting requirement into a new workbook, not an IT project.
What you get
The flexibility of Excel for every calculation your business needs, with each one run, shared and controlled in one place.
Other business domains
Running risk in Excel? See it live on your own workbook.
Or e-mail us at info@excelerant.nl