Why Xplain
Our aim is to help derivatives professionals:
- minimise costs and operational risks
- automate processes for scalability
- replace legacy tools with software built by derivative professionals
Xplain's Offering
Our modules are as follows:
- derivatives valuation module, including PV, greeks, PNL Explain, net currency exposure and scenario analysis
- market data anomaly detection, which can be performed prior to valuation
- valuation data anomaly detection, which can be performed on a standalone basis based on third-party valuations or post trade valuation when Xplain is one of the valuation data providers
See Xplain’s Menu Items for more details.
- Xplain Prisma for treasurers
- Xplain Lumina for fund administrators
- Xplain Aurea for auditors
Xplain’s add-ons modules are XplainXVA and XplainTRS.
XplainXVA enables the full replication of netting sets with customisable survival probability curves, funding spreads and loss given default (LGD) assumptions, allowing for preferred / approved XVA calculation methodology.
XplainTRS allows to maintain an audited bookkeeping of total return swaps and to generate accrual accounting valuations (including records of underlying index and related dividends).
