Universality

Funds transfer price module can be used for ex ante and ex post calculations.

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Calculation method

Iterative calculation method is the best known method for finding correct fund transfer price components.

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Performance

Highly optimized and fine-tuned algorithms offers impressive performance.

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Meet ProfCalc

Software solution for ex ante and ex post profitability calculations based on Funds transfer pricing principles and contribution margin scheme.

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Used by

controlling, asset-liability management, corporate business lines

Blazingly fast

thanks to highly optimized and fine-tuned algorithms

Extraordinary tested

by numerous automatized tests of various kinds

1 CashFlows per Minute
1 Automatized Tests
1 Lines of Code

Core Features

Version 1.0 offers profitability calculations based on funds transfer pricing principles by calculating rates, spreads and breakage costs. Future versions will add contribution margin scheme.

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Ex ante calculation

When rate and spreads of new deal are to be calculated. When clients think about early repayment/withdraw of existing deals.

Ex post calculation

When profit and costs from historical actions on whole portfolio level are to be calculated.

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Iterative calculation method

Knows no compromises and from them stemming unprecisions by any cash flow features like:

  • frequencies and delays of notional and interest payments
  • compounding
  • day count and business days conventions
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Batch processing

  • Supports external data input and output (Excel)
  • Smart analyze of input data before calculation
  • Highly parallelized and very good scalable
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Market data

Industry standard work with interest rate curves and liquidity spread curves - available features, calculation procedures. Possibility to use various type of data:

  • current
  • custom
  • historical
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Reports

  • on demand generation of individual detailed Calculation Run Report
  • generation of a parameterizable Overview Report of previously calculated Runs
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User friendly interface

Main GUI features:
  • fast navigation using the "Go to" button
  • tree-, table- and list filtering
  • built-in help
  • user preferences
  • multiple languages
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IT architecture

  • written in Java (17+)
  • using state-of-the-art libraries
  • service oriented
  • majority of databases supported
  • stand-alone or client-server deployment
  • running on Windows, Linux, MacOS
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Automatized tests

  • run every night
  • include unit tests, integration tests, regression tests and GUI tests
  • more than 1 100 individual test cases for testing the calculation logic itself (with sub-testing of support numbers – more than 1 million of individual numbers tested)
  • 99% coverage of the calculation logic code
performance

Performance

  • uses highly optimized algorithms
  • single cash flows are calculated in no time
  • a $1000 computer can calculate 40 000 cash flows per minute