Financial Machineries website

OUR PRODUCTS

Through our relationship with Financial Machineries Milan, we are the exclusive supplier of GTR Analytics and the EBA Stress Test Suite.

We are also the global supplier of Iason's Secure Data Pooling Service.

For more details, please select an area of interest from the menu on the right.








GTRA ANALYTICS


GTRA provides cleansed, normalised, unskewed, usable data in near-time bringing transparency on actual traded prices in the OTC market.

GTR Analytics collects raw data from every Trade Repository (TR) globally, and runs a series of algorithms and quality checks which have been especially designed by expert quants. The data is then cleansed, aggregated, normalised and made available within two minutes of the trade being reported to the TR.

The enhanced and normalised data is overlaid with a series of sophisticated analytics, allowing GTRA users to interrogate the database in depth.

Access to the data and the analytics is available via a desktop web application, a datafeed API or via customised reports direct to user email accounts.

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Further details can be downloaded here.
 






FlyerScreenshotFurther details can be downloaded here. 

FM STRESS TEST SUITE


Our EBA Stress Test Suite is a collection of high-quality stress test models which map against the EBA-defined scenarios. The system allows testing against the EBA-defined scenarios, but it could be customised to test against scenarios for other authorities such as the IMF, UK’s FSA Anchor scenarios or the Federal Reserve’s CCAR scenarios.

The EBA Stress Test suite is highly configurable, allowing clients to define multiple scenarios and satellite models against variables such as net interest income. Users then run projections of evolution against balance sheets across various time frames to assess risk.

This type of stress testing does not need to be carried out real time, but it does allow a user to run the models quickly to get a rapid output of risk.

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Further details can be downloaded here.
 

IASON'S SECURE DATA POOLING SERVICE (SDPS)


Iason's Secure Data Pooling Service (SDPS) will help banks and other independent data sources to aggregate their OTC illiquid prices, contributions, traded and transacted datasets, enablng them to “observe” market risk regulatory capital rules, modelled in line with the requirements of the Fundamental Review of the Trading Book (FRTB).
 
The Secure Data Pooling Service (SDPS) will provide a vendor-neutral and anonymised regulatory modelling utility, allowing banks to prove individually that they have enough data to use an internal model for market risk capital calculations, within the scope of FRTB. More importantly, SDPS will help each contributing bank to avoid the punitive penalties of using FRTB’s standard model. 
 
The collaboration between Iason and FM will deliver a hosted utility based on blockchain and distributed ledger technology (DLT), as well as innovative cryptography techniques


SDPS
Further details can be downloaded here.
 


Our Products

> GTRA Analytics
> FM Stress Test Suite
> Secure Data Pooling Service (SDPS)