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Risk Management

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First Derivatives partners with trading systems provider FNX to create Java-based interest rate derivatives blotter.

First Derivatives, an Irish derivatives and risk management consulting company, has partners with trading systems provider FNX to create a Java-based interest rate derivatives blotter. The blotter will be included with FNX's flagship Sierra product for commodity traders and portfolio managers. It will integrate derivatives hedging and funding instruments and offer the ability to see position, risk and P&L for current rates. The blotter will also feature full simulation capabilities by varying rates, volatility and time horizons.

GFInet has launched a Credit Default Swap Mark-to-Market (MTM) service. Prices are provided from GFI's global Credit Derivatives brokerage desks and represent the actual levels at which market participants are willing to trade. The service aims to bring Default Swap price information that has previously been difficult to obtain to product controllers and risk managers. The product will have different levels of services to meet the various needs of clients. GFI's database includes a quarter of a million Default Swap rates covering over 1500 Reference Credits. The prices can be fed directly into mid-office systems via a secure browser connection.

Trema has launched the latest version of its Finance eKIT, a Web-enabled treasury product extending the Finance KIT's treasury, risk, cash management and financial accounting functionality. Finance eKIT v1.3 expands instrument coverage to perform dealing and reporting through a web browser. The new solution uses the comKIT application programming interface (API) for deals to be transferred between Finance KIT and eKIT v1.3.

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