All input data is structured and securely stored in the market-leading open-source solution, PostgreSQL. This system is conveniently accessible via the user-friendly Fentics front end interface, while allowing automation feeding the data from the back end, ensuring a seamless user experience.
Asset data is organised into static, dynamic, pricing, and structure (such as call features) tables, as well as a transactional history table.
This arrangement provides complete flexibility in capturing the modelling requirements of both vanilla and complex securities, while also maintaining an auditable history of investment.
Standard templates are readily available to structure and store your liabilities' cash flow data into SQL tables, making them easily accessible across your organization.
We support a group structure with multiple entities (with single or different reporting currencies), with each entity allowing multiple Homogeneous Risk Groups (HRGs).
Risk and capital parameters are also standardised and captured, ensuring they can be invoked in any part of Fentics modelling, whether it's for a single asset stress or comprehensive company-wide stress testing.
We can interface with market data providers (like Bloomberg, Reuters, Markit, etc.) on your behalf, sourcing daily interest rate, spread, and volatility data for your pricing needs.
For publicly listed instruments, we can also procure static and dynamic data (such as credit rating), simplifying complex data handling for you.
