Asset managers

LexiFi offers a central utility for the valuation, analysis and management of derivatives and structured products. The system is designed for installation within asset management firms faced with a multitude of legacy systems and spreadsheets.

Unlike integrated portfolio management applications, which often provide only partial support for derivatives and evolve relatively slowly, LexiFi's compact solution enables users to rapidly define, value, analyse and manage tailored products; provides specialised capabilities for managing structured funds; and offers easy programmatic access to functions and data.

Business challenges

  • Understand the risks and rewards of derivatives.
  • Reduce the time needed to launch structured funds and the cost of managing them.
  • Streamline business processes and systems related to derivatives and reduce reliance on key individuals.
  • Meet regulatory requirements stemming from the use of non-standard products.

Key features

  • Comprehensive instrument coverage - Start working immediately with out-of-the-box analytical and management support for hundreds of structures.
  • Structuring - Quickly define new structures, without writing any code, and quantify precisely their risks and rewards.
  • Pricing - Use state-of-the-art pricing models and relevant market data to value complex products.
  • Risk - Estimate risk with a variety of methods, including Greeks, value at risk and scenario analysis.
  • Structured funds - Use specialised functions to design, launch and manage funds driven by the payoff of derivative contracts.
  • Product database - Create a central database of derivatives and structured products.
  • Cash flows and positions - Calculate past and future cash flows, and security positions.
  • Product maintenance - Monitor barriers and process product life cycle events, including equity corporate actions.
  • Integration and customisation - Access powerful analytics and complete reference data, integrate with existing workflows and independently extend the system.

Business benefits

  • Improve knowledge about derivatives, develop new ideas and control valuations with state-of-the-art structuring and pricing capabilities.
  • Deliver timely and relevant investment solutions, while controlling costs and risks.
  • Handle the diversity of derivatives with a uniform process and put an end to a maze of ad-hoc systems.
  • Give a new life to existing systems by combining their strengths and full coverage of derivatives and structured products.
  • Satisfy regulatory requirements