TPG Software announces the TPG Regulatory Care Kit, addressing interest rate risk management, cashflow forecasting and counterparty analytics needs for banks, thrifts and credit unions.
The TPG Regulatory Care Kit includes:
- Portfolio Genius System provides investment management, accounting and reporting for both sides of the balance sheet, handles mortgage-backed securities, collateralized mortgage obligations as well as other-than-temporarily-impaired items.
- Derivative Genius System provides back office processing, accounting and support for a variety of derivative instruments, including interest rate swaps, caps, floors, swaptions.
- TPG Pricing Module provides valuations, deal entry, real-time simulations, tactical risk management, cashflow generation, usingNumerix Pro Module.
- Analytics Module provides the ability to stress portfolios under +/- 300 bp shock scenarios.
- Cashflow Projection and Multi-Scenario Aggregator Module provides the ability to generate cashflows based on loaded vectored and/or user-input prepayment speeds for mortgage backed securities, run multiple scenarios comparing cashflow projections under different prepayment speeds for both sides of balance sheet. Stores all cashflows generated by the module in the database enabling you to analyze the data through reports and extracts.
- TPG Risk Management Module provides risk monitoring capabilities covering counterparty, market, credit, operational, and firm-wide risk via user-specified criteria.
- Counterparty Financial Analyzer provides counterparty financials probability analysis using Benford's Law algorithm.
- Regulatory Reports Module provides regulatory reports required by banks (Call Reports), thrifts (OTS Reports) and those required by credit unions.
The TPG Regulatory Care Kit provides access to a broad cross-asset class for derivatives and fixed income libraries using industry-standard models, allowing full disclosure of the data, models, analytics, and risk measures.
According to Slavek Rotkiewicz, President and Chief Technology Officer for TPG Software, "Our solution is to offer a comprehensive system that incorporates trade capture, accounting, data management, and risk analytics and that can monitor and distribute information effectively across the institution."
About TPG Software, Inc.
TPG Software is a leading software solutions provider for bank investment portfolio accounting, funding, derivatives accounting and safekeeping, serving banks, thrifts, credit unions and broker/dealers throughout the US, Canada and Puerto Rico. For more information about TPG, please visit www.tpgsoftware.com.
Contacts:
TPG Software, Inc.
Vice President, Sales
Cory Sokoloski,
303-741-0325
cory.sokoloski@tpgsoftware.com