State-of-the-art solution for successful hedging
Successful hedging is as much an art as it is a science. In order to protect their books against adverse market movements in an optimal and cost effective way, traders must rely on adequate technology tools as well as their skills and experience. These tools have to be easy to use, extremely fast and precise – all at the same time.
Since its inception, Sophis has focused on providing a state of the art suite of products designed to assist traders in the management of their books not only from an operational perspective but also from a risk perspective.
Modeling derivatives and their associated risks is one of Sophis' core businesses.
Key Benefits
- Ability to view exposure to any source of risk (equity prices, dividends, borrowing cost, commodity prices, interest rates, FX rates, volatilities, correlations, credit spreads) at any level of detail
- Sensitivities (Greeks) to any risk factor are computed in real time according to users’ preferences
- Comprehensive set of scenario analysis combined with sensitivities allow traders to understand the dynamics of their books and to determine the most effective hedging strategy
- Traders can simulate hedging trades to verify their effectiveness prior to executing them
Learn more about our asset class coverage
Recognition
| "A minimal time-to-market is achieved through the high flexibility of the Sophis toolkit"
Emmanuel Donge, Global Project Manager Equities, Commodities, Credit Derivatives, FX Options and Securities Financing, Fortis Bank |
Read our case study
