TFG upgrades portfolio and risk-management platform

Source: TFG Systems

January 2014 saw the 51st version of TFG's portfolio and risk management platform. This latest release brings enhanced performance & risk capabilities with extended and improved integration functionality.

TFG Systems is a software house focused solely on providing a real time valuation, risk management and integration service to Asset Managers. This award-winning service covers every step of the investment process, from market monitoring, trade capture, portfolio valuation and management, risk and performance monitoring, through to operational workflow and cash management; all handled within a single, integrated system which is supported, managed and hosted by TFG.

This new release brings a collection of significant enhancements including;

Enhancements to the user defined valuation model
TFG supports the valuation of trades using client entered formulae. TFG have implemented a collection of functions that clients can use to define expressions for the live market price, underlying price and volatility of a trade. For example pricing an exotic interest rate swaption for which complete input data is unavailable by building a set of formulas to assist in the modelling of the correction correlation between forward swap rates. This model is seamlessly in tegrated into TFG's reporting, valuation, stress testing and Value at Risk (VaR) calculations.

A REST API to allow secure integration over the internet
TFG is provided as a hosted and managed solution; an environment that does not require significant in-house technological expertise. For clients that require close integration with in house systems, TFG have added the ability to call TFG functions via a secure REST API.

Integration with SEF trading platforms
As the use of Swap Execution Facilities (SEFs) becomes mandatory, TFG continues to allow its clients to streamline their operations by allowing SEF traded and centrally cleared swaps to have clean trade capture and smooth post-trade operations. TFG now accepts electronically traded swaps from the Bloomberg and TradeWeb platforms.

"This new release reflects TFG Systems commitment to deliver continual improvements to our award winning position and risk management platform," said Martin Toyer, CEO TFG Systems. "TFG offers the functionality and technical efficiency of multiple best-of-breed systems as a single, integrated platform: improving operational efficiency, reducing cost and enabling our clients to focus on their investment decisions and compete with institutions with much larger technology budgets."

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