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Misys adds Reoch credit derivatives valuations to Summit

20 January 2006  |  1575 views  |  0 Source: Misys Banking Systems

Misys Banking Systems has today announced a partnership to offer Reoch Consulting's credit derivative valuation model suite fully integrated into its capital markets solution, Misys Summit.

The integration will enable specialist models such as Reoch's semi-analytical CDO model, CDO2, CMCDS and Option products to be accessed directly from Misys Summit. This partnership gives Misys clients the opportunity to use industry standard models to independently value their positions in credit derivative instruments and thus better manage their exposure, P&L and regulatory requirements.

Keith Stonell, Managing Director, Treasury & Capital Markets for Misys Banking Systems in London says, "Our partnership with Reoch Consulting further enables Misys to deliver market leading solutions to our customers in pace with the increasingly fast moving and specialised credit derivatives market. London based Reoch Consulting are one of the few consulting firms specialising in credit derivatives and they have a deep understanding of this highly dynamic market. As such the integration of Reoch's valuation suite with our own market leading solution was a natural step to take. The models have already been thoroughly benchmarked and tested to produce sensitivities at a high speed, and will add real value to our clients enabling them to benefit from fast and accurate credit pricing and valuation, fully integrated into the Misys Summit front to back solution."

"Misys, with its strong position in the market and its appetite for investing in credit, is an ideal partner for us," James Wood, Head of Quantitative Credit Solutions at Reoch Consulting, comments. "Their robust technology platform, proven in the market over many years, their initiatives in credit and structured products, combined with our models and expertise, are a strong proposition for this growing market."

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