Synthetic Asset Management Inc.

Transcription

1 Synthetic Asset Management Inc. An automated solution to completely manage and support trading of total return and actively traded portfolio swaps. Michael Zobel (917)

2 Functions include: Simple creation of total return and portfolio swap trades Customize swap calculation terms Automatically link to trading or brokerage systems to actively adjust new swap positions. Link to pricing and data servers to capture market data; including prices, dividends, interest and FX rates Produce automated reconciliations, helpful analytics and MIS to increase transparency and decrease surprises Actively manage risk and monitor your entire swap inventory at a glance with customized extracts and reports

3 Portfolio swaps made easy through continual optimization and monitoring of deal inventory and terms Customize and create swap deal terms Lifecycle of a portfolio swap Trade and execute swap Produce reports and manage MIS

4 Reports can be customized to your operational needs. Trade date Ticker Trade Date Position Cusip Settle Date Decription View what you want to see the way you want to see it. Position Pay Notional Currency Closing Price Trade Date Ticker Cusip Description TD Position Closing Price SD Position Equity Accrual Pay Currency TD Notional 3/8/07 XYZ.N XYZ Inc 60, , ,000 USD 3,720,000

5 Flexible and easy to implement, the Synthetic Asset Manager is a Windows-based system that is built on a robust SQL server database that sits at the middle of your operation. This insures straight through processing of deal terms and transactions.

6 Do more business with less input Let us work with your existing vendors and technology to implement straight through processing of executions directly into new or existing swap trades. If needed, we can custom build input screens for your trading desk so phone order executions get in on time.

7 Transparent communication The Synthetic Asset Manager is designed to work with your existing market feeds. We will work with your vendors and internal source systems to pull in market data, prices, interest rates and foreign exchange rates.

8 Transparent communication (continued) Designed to perform with your firm s operational structure: keeps your back or middle office well-informed Reconciliations can be designed to provide accurate and quick exception reporting Central database design also allows efficient front-to-back communication of all deal information and parameters Confirmation of transactions and deal term sheets can be created with ease Resets, unwinds and terminations are easy to read and customize

9 Increase business and decrease surprises Data extracts make it easy to perform quick calculations Deal exposure, funding spreads or counterparty risk can be run in a simple query across specific or all of your inventory Let us help you export deal data directly into your dependant systems

10 Knowing where you are all the time Timely confirmation of deals is critical: with daily transaction data delivered electronically, both you and your counterparty will always be in the know Let us help you create a customized suite of intuitive reports and data files Custom internal reports can be produced to run pricing, deal or trend analysis to give you a competitive edge

11 Not just confirming value but creating it Manage risk and monitor your entire swap inventory at a glance, with customized extracts and reports including: Portfolio mark to market Trade confirmation notices Equity and interest accrual Realized and unrealized P&L Commissions and fee calculations Dividend accruals Reset notices Unwind notices using tax lot accounting for average cost, LIFO, FIFO and HIFO

12 Focus on the top and bottom line Reporting and MIS will increase transparency and decrease surprises: Quick calculations of daily mark to market Monitor and calculate swap reset events Automatically monitor and reconcile with executing or prime brokers Calculate partial swap unwinds and terminations Unwind on time using optimal accounting treatments with either average cost, LIFO, FIFO or HIFO Financing and fee calculations will allow you to monitor funding rates across multiple brokers and deals

13 Not just building your system, but helping you build your business. For a confidential on-site demonstration please call Michael Zobel (917) info@syntheticassetmanagement.com Synthetic Asset Management Inc.