HOUSTON--(BUSINESS WIRE)--TPG Software announces the TPG 2013 Regulatory Care Kit, addressing interest rate risk management, cash flow forecasting and counterparty analytics needs for banks, thrifts and credit unions.
“Our Bank Treasury Solution is a comprehensive offering that incorporates front end, trade capture, accounting, data management, and risk analytics that can monitor and distribute information effectively across the institution in a traditional client-server or cloud-based environment.”
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, futures, forwards and forex.
- Hedge Genius provides hedge accounting, effectiveness testing and reporting.
- TPG Pricing provides valuations, deal entry, real-time simulations, tactical risk management, cash flow generation, using Numerix Pro Module.
- TPG Trader provides OCC Due Diligence Checklist and document storage as well as integrated Risk Framework.
- TPG Risk Management provides real-time risk monitoring capabilities covering counterparty, market, credit, operational, and firm-wide risk via user-specified criteria.
- 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 or Import cash flows based on loaded vectored and/or user-input prepayment speeds for mortgage backed securities, run multiple scenarios comparing cash flow projections under different prepayment speeds for both sides of balance sheet. Stores all cash flows generated by the module in the database enabling you to analyze the data through reports and extracts.
- Regulatory Reports Module provides regulatory reports required by banks (Call Reports and OCC Stress Reports, DTCC, OCC Due Diligence) as well as Interface and those required by credit unions.
The TPG System provides access to a broad cross-asset class for derivatives and fixed income data 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 Bank Treasury Solution is a comprehensive offering that incorporates front end, trade capture, accounting, data management, and risk analytics that can monitor and distribute information effectively across the institution in a traditional client-server or cloud-based environment.”
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.