ICE Derivatives Analytics Suite

The combination of SDX and RMX provides a fully integrated analytics suite that assists with:

Price discovery – Tools designed for making trading decisions, strategy testing, performing exposure calculations and monitoring positions

Risk modeling – Tools designed for booking, managing & hedging derivative types; tools for lifecycle event management including expirations, fixings, payments

Risk management analysis – Tools designed for exposure management (view exposure and hedging status), performing effectiveness tests and managing cash and loans for protection from a negative market

SDX

SDX is built to be the leading front office system for all participants in the derivatives markets. At its core, SDX is a real-time platform that covers all cash products and derivatives products in all currencies, interest rates, equities, credit, energy and commodities, and is supported by our award-winning, live derivative market data service. Equipped with rich functionality unique to ICE, SDX provides unsurpassed pre-trade analysis, product structuring, event alerts, client management, trade suggestion wizard, trade execution, risk analysis.

SDX Highlights:

  • Create multi-asset structures with pre-built instruments and structures, and easy-to-use multi-leg tools
  • Analyze historical performance of multi-asset structures, trade ideas and hedging strategies using a powerful set of pre-trade tools
  • Automate workflow with a rich set of sales tools including trader rates upload and request for quote mechanisms and auto-quote rules
  • Look for appropriate trades based on investment or hedging purposes ranked by level of sophistication using a “Look for Strategy” wizard
  • Create a catalogue of products accessible through a simplified interface designed for mass distribution among less sophisticated channels, control margins and pricing and implement auto-quoting rules for desired scenarios which bypass the need for manual quoting processes
  • Manage client relationships more effectively by monitoring trades and automatically generating alerts for trades close to expiration or knock in/out so you can offer re-hedging and restructuring strategies
  • Capture trades and manage lifecycle events with TradeView, the one-click deal capture module that integrates with downstream systems and allows you to view risk at book/position/trade level
  • Comply with new and emerging regulations including MiFID

SDX is used in over 60 countries by top- tier-to-small banks, hedge funds, asset managers, corporations, central banks and auditors. Its bid/ask prices for OTC options reflect the interbank broker market and are considered the benchmark prices for options.

Built and deployed as a Software as a Service solution, SDX is hosted securely in the cloud to ensure fast implementation with minimum cost, ongoing support and upgrades. The platform can be deployed as a stand-alone solution within minutes or can be fully integrated into your core architecture.

Multi-Asset Coverage

Commodities
Interest rates
Foreign Exchange
Equities
Credit Derivatives

RMX

RMX is a powerful, real-time risk management system for foreign exchange, that offers rich analytics, including our benchmark model for FX options pricing, award-winning real-time market data,and advanced risk and operational tools.

A powerful calculation engine is meant to enhance your derivatives risk management by offering pricing and analytics capabilities, post-trade position management across the widest coverage of option types and structures. RMX provides an all-inclusive set of risk analysis tools including risk matrices, sensitivity analysis, transaction event management and reporting. The system is extremely scalable to handle fast calculations of large portfolios and is delivered as a cost effective Software as a Service solution.

RMX HIGHLIGHTS

  • Book, manage and hedge all derivative types from simple vanilla options to exotics and very complex structures
  • Advanced risk analysis and modeling including configurable sensitivity analysis, risk matrices and buckets
  • Drill-down capability in any screen and report to the level of an individual trade
  • Automatic tools for life cycle and event management such as expirations, barriersand fixings
  • Flexible and easy integration with any and all back office, payment and other operation systems
  • RMX is supported by our live market data, including implied volatilities.

TRADE VIEW

Trade View is a cross-asset risk management system that offers rich analytics, including our benchmark model for options pricing, award-winning real-time derivatives market data in all asset classes, and advanced risk and operational tools.

A powerful calculation engine is meant to enhance your derivatives risk management by offering exceptionally accurate pricing and analytics capabilities for cross-asset, post-trade position management across the widest coverage of option types, structures and hybrids. Trade View also provides a set of risk analysis tools including risk matrices, sensitivity analysis, transaction event management and reporting. The system is delivered as a cost effective Software as a Service solution.

TRADE VIEW HIGHLIGHTS

  • Book, manage and hedge all derivative types from simple vanilla options to exotics and very complex structures
  • Full multi-asset coverage across currencies, interest rates, credit, equity, energy and commodities
  • Advanced risk analysis and modeling including configurable sensitivity analysis, risk matrices and buckets
  • Tools for life cycle and event management such as expirations, barriers, fixings and payments
  • Flexible and easy integration with any and all back office, payment and other operation systems
  • Trade View is supported by our live market data, which includes implied volatilities, correlations, yield curves, inflation curves, credit spreads and dividends.

 

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