COMPLEX MADE SIMPLE
myrios
Financial Modeling
BANKS
...
Support the financial area in daily operations.
At the same time, use management and accounting logics.
Analyze risk and performance of the property portfolio.
Reduce the risk of errors.
Provide high standards of automation and monitoring of processes.
Facilitate integration into existing IT architecture.
Myrios FM offers a complete and integrated answer to portfolio management
owned by banks, allowing, thanks to the high flexibility and modularity,
an incremental development of projects.
Objectives
• Manage positions, limits, risks and P&L statement.
• Proceed with an incremental project logic, capitalizing
experiences.
• Integrate internal / external processes and systems.
• Working alongside the current front office system to automate application areas managed with a lot of manual inputs.
The system complies with both the IFRS and Local GAAP methods (Fair Value Hedge, Cash Flow hedge, IAS39, IFRS7, IFRS9, IFRS13) and the EMIR regulations.
General characteristics
Modularity
Multicompany
Workflow
of process
Connections
with most popular
market provider
Connections
with platforms of
trading/broker
Integrations
with existing system
Compliance to
regulations
Auditability
Flexibility
Areas of application
Property
Portfolio
management
...
MYRIOS
Bank module
Limit
Control
...
MYRIOS
Bank module
P&L Accounts
& Performance
...
MYRIOS
Bank module
Pricing
...
MYRIOS
Bank module
Derivatives
...
MYRIOS
Bank module
Treasury
Management
...
MYRIOS
Bank module
Forex
...
MYRIOS
Bank module
Loans
Bonds
...
MYRIOS
Bank module
Market Data
Management
...
MYRIOS
Bank module
Pricing
Credit
...
MYRIOS
Bank module
Titles
Security
...
MYRIOS
Bank module
VAR
...
MYRIOS
Bank module
DATA IMPORT FROM:
Market Data
Managing the quotes of leading market data types:
Interest rates, price quotations, exchange rates, volatility, correlations, spreads, securities, futures, indexes:
• It is possible to archive time series simultaneously for:
• Different types of quotes
(ask, bid, close, last, mid, fixing ECB, etc.)
• Different simulation scenarios (deterministic / stochastic)
• Data access methods in input / output with direct connections to external providers in deferred or real-time form
Market Data
Quality Check
Tool to optimize the provider's costs
Integration
On Input, the system integrates with:
Banks and brokers for the initial operations recovery
Trading platforms
Excel sheets for budget or forecast data
On Output, the system integrates with:
Back office systems (securities, FX contracts, derivatives, banks, ..)
Reconciliation systems for derivatives
Reporting