Nexus Risk Platform - Dynamic Hedging Module

Nexus Risk Platform Dynamic Hedging Module is currently being offered to selected clients on a custom build basis. The Dynamic hedging module is fully customized to model our clients' liabilities with GMXBs and integrated with their systems. The dynamic hedging module enables our clients to implement and execute a dynamic hedging program in-house.

Fund Monitoring

  • Fund replication and mapping

Modeling GMXBs

  • Liabilities projection
  • Fair value liability
  • Greeks summary

Portfolio Monitoring

  • Hedge portfolio
  • Risk analysis
  • Greeks summary
  • Hedge report

Hedge Effectiveness

  • Mark to market analysis
  • Attribution analysis

Prospective Analysis

  • Strategy Analysis
  • Risk profiles
  • Hedging strategy results

Trade Impact

  • Hedge instrument universe
  • Capital market monitor
  • Test impact of proposed trades
  • Execute ALM strategies

Risk Optimization

  • User defined optimization algorithms

System Requirements

Microsoft Windows XP, Windows 7
Dual-core processor
2.0 GHZ speed
1 GB memory
5 GB available disk space
.NET Framework 3.5 SP1 or higher
Microsoft Excel 2003 or 2007
USB 2.0 port
SVGA 1024x768, 32-bit color quality

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