Funds transfer price module can be used for ex ante and ex post calculations.
Iterative calculation method is the best known method for finding correct fund transfer price components.
Software solution for ex ante and ex post profitability calculations based on Funds transfer pricing principles and contribution margin scheme.
controlling, asset-liability management, corporate business lines
thanks to highly optimized and fine-tuned algorithms
by numerous automatized tests of various kinds
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.
When rate and spreads of new deal are to be calculated. When clients think about early repayment/withdraw of existing deals.
When profit and costs from historical actions on whole portfolio level are to be calculated.
Knows no compromises and from them stemming unprecisions by any cash flow features like:
Industry standard work with interest rate curves and liquidity spread curves - available features, calculation procedures. Possibility to use various type of data: