Capital Markets Day
2011
Strategic Research – strategic focus and roadmap
Marc Schröter, SVP Strategic Research Department
SimCorp Dimension product vision
2
Product vision
SimCorp Dimension is an enterprise platform
which provides modular and fully integrated
application support for front-to-back
processes in leading buy-side institutions.
SimCorp Dimension – present and future
3
Data providers Data
warehouse
Market data
Security master
data
Counterparty data
Other external data
BI /
Reporting
‘Transactional’
3rd parties
FO
Portfolio Mgmt
Compliance
Order Mgmt
MO
Risk Management
Performance Measurement
Market, reference, static data
BO
Corporate Actions
Collateral
Cash Mgmt
Fund Accountin
g
Accounting
Transaction Mgmt
Positions and transactions
Derived data
Data
Operational systems
New features and roadmap
Integrated Front Office
Financial instruments
Risk management
Regulation
Data management and
reporting
Processing efficiency
Cost of operations
System Architecture
Financial
Instruments
System Operations
Reporting Connectivity
Compliance
Risk Management
Performance Measurement
Fund Accounting
Portfolio Management
Trading
Settlement
Accounting
Integrated Front Office
5
Algorithmic trading
Broker restrictions
Substitutable bonds
Order approval and compliance override
Alerts Inbox – Compliance Manager
Dashboard
Targeting tools
Profit/loss against book value
Financial Instruments
6
TYPE
ASSET CLASS
Securities Money market Standard exchange
traded derivatives
OTC derivatives Structured
products/exotic
derivatives
Fixed income Bonds
Fixed/floating/structured
Schuldscheine
US MBS
Pools
TBA trades
Asset-backed securities
Pass-through certificates
Convertible bonds
Bank accounts
Loans, commitments and
facilities
Call money
Deposits (fixed, floating)
Bills
Commercial paper
Certificate of deposit
Bond futures
Bond options
Futures on bond options
Bond forwards
OTC bond options
Interest rate swaps
Cross currency swaps
Dual currency swaps
CMS/CMT swaps
Swaptions
FRA/IRF
Cap/floor/collar
Securities lending
Repos
Sell/buy-backs
Complex structured
notes/products
Exotic derivatives
Examples:
Range accruals
TARN’s
Snowballs
Equity/index Equities
Rights
(Covered) Warrants
ADR/GDR
Index certificates
Equity/index futures
Equity/index options
Futures on equity/index
Options
Equity/index forwards
OTC equity/index options
Total return swaps
TRS on dynamic baskets
Complex equity or hybrid
structures
Examples:
Equity/index linked hybrids
Variance/volatility swaps
Exotic options
FX FX spot FX futures FX forwards
FX swaps
FX options
Exotic FX options
Examples:
Exotic options
Structured notes
Credit ABS
Corporate bonds
Index CDS
Index tranches
Single name CDS
Bespoke basket CDS
Synthetic CDO’s
CDS options
Inflation Index bonds Examples:
Zero coupon inflation swaps
YoY inflation swaps
Other Commodities
Fund certificates
Alternative investments
Commodity options
Examples:
Exotic commodity options
Weather derivatives
Catastrophe bonds
Alternative investments
Secondary loan trading
Trade Manager
Risk Management
7
Trade splitter
Cash management
Delta-gamma VaR
Stress test and Reverse stress test
Credit default risk
Regulation
8
MiFID II
IFRS 9
AIFMD
Solvency II UCITS IV
Dodd-Frank
EMIR
FATCA
Central counterparty clearing (CCP)
IFRS 9 transition service
Solvency II service
Data management and reporting
9
Market data management
Index and benchmark data
Period closure
Layout builder and web reporting
Data models and extracts
Processing efficiency
10
Update Internal
G/L
Stop booking
Market data
validation
Calculate fund
portfolio
Create NAV
Update Internal G/L
Stop booking Market data validation
Calculate fund portfolio
Create NAV Extra Tttttt
Update Internal G/L
Stop booking Market data validation
Calculate fund portfolio
Create NAV Extra
Update Internal G/L Stop booking Market data validation
Fund STP services
Fund STP events
Alerts Inbox – Fund Administration Manager
Auto allocation of collateral
Electronic messaging for collateral
CTM orchestration from SimCorp Dimension
Swift security trade confirmation
Cost of operations
11
Parallel upgrades
System run-time measurements
Unified logging
New features and roadmap
Integrated Front Office
Financial instruments
Risk management
Regulation
Data management and
reporting
Processing efficiency
Cost of operations
System Architecture
Financial
Instruments
System Operations
Reporting Connectivity
Compliance
Risk Management
Performance Measurement
Fund Accounting
Portfolio Management
Trading
Settlement
Accounting