ICE Data Derivatives new cross-asset Portfolio Analytics platform covers Over-the-Counter (OTC) positions and acts as a hub for your derivatives positions.
The platform supports pre-trade price discovery and decision support tools, RFQ, STP deal capture, trade repository, scenario analysis, risk management reports and valuations calculated based on live/cut-off data. Also built into the system is ICE’s derivatives market data and calculation models to support a wide asset class coverage, underlyings and instruments. A range of APIs provide online access to pricing and portfolio analytics, powering internal systems, web-portals and more.
The new cross-asset ICE Portfolio Analytics - Derivatives platform is at the core of our Pricing and Analytics offering:
ICE Portfolio Analytics - Derivatives
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Boost workflow efficiency with a cross-asset offering:
Price Discovery
- Helps inform trading decisions
- Strategy testing and optimization
- Analyse historical data
- Perform exposure calculations
- Fixings and payments
- Sales productivity & support tools
Deal Capture & Life Cycle
- Book, manage and hedge derivative positions
- Manage lifecycle events including expirations, fixings and payments
Risk Management & Analytics
- A range of result fields and Greeks
- Risk ladders and matrices
- Bucketed views
- “What If” scenarios and time horizon
- Live reference pricing and best execution reference pricing and analytics
Parsing Engine
- Leverage credit data scanned, validated and cleaned in real-time by our artificial intelligence-based parsing system
- Monitored by a dedicated team of data analysts
Integration and Analytics APIs:
Pricing API Portfolio Analytics API Trade management API On-file reports System integration and STP
A front office distribution solution that can be integrated to your trading and portfolio systems:
- Web-based online solution
- Electronic RFQ and order system between internal Sales – Trader
- ICE Data Derivatives market data & valuation models included
- Electronic pricing tables for Equity Linked and Dual Currency structures, ability to change spot and margin
- View entire portfolio (per counterparty, per asset, per instrument)
- MTM and Greeks calculation
- Management information tools - analyse performance and service quality, execution metrics, RFQ hit ratios
- Complete usage and instrument trading data archive
- Price discovery and investigation tools
- Historical analysis and analytics
- STP integration into back-office systems
- Upstream & downstream integration with trading and portfolio systems