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Accelerator Components - Software Components Supplied by PPG
PPG is focused on providing risk and trading frameworks, required to achieve integrated risk and trading solutions, for trading and capital management.
In discussions with many of our clients, partners and market prospects; there is a heightened demand for project accelerators and project experience necessary to deliver timely and integrated projects, working alongside external vendors and internal build project teams.
Navigating the change in risk processes over the next 2-3 years, requires a set of key cross-over frameworks that allow client solutions to incorporate change as models and accuracy transition to higher accuracy, as part of close capital limit management.
Application Frameworks
Software risk solutions designed by PPG involve real-time trade and market event driven designs, support a range of risk-engine implementations, and focusing on front-office integration.
Web portal, Microsoft Excel, and desktop based solutions complete the solution for the key business workflows necessary for managing what-if transaction, perturbation analysis, and bespoke deal structuring; necessary to capture the elements of credit and market pricing.
PPG Accelerators
PPG focuses on complementing internally-developed & vendor delivered solutions with a range of software components and experience that accelerates the integration and overall speed, delivery, and ongoing support of risk systems.
These include:
- Smart StressingTM - an optimised approach for managing perturbations, stress shocks, and attribution simulations and repricing
- Smart SimulationTM - flexibility of control over and optimisation approach for work breakdown ahead of downstream grid management
- Smart RoutingTM - an optimised approach to routing calculations to local and distributed calculation engines
- instrument on-boarding framework – unique multi-level system indirection implementation
- portfolio optimisation framework – high performance trade representation enabling trade versioning and custom portfolio definition management
- trade error and event handling framework – key to control reports, default simulation profiles and reconciliation processes
It is with the experience of a decoupled database, event bus, and analytics, coupled with the cross-over frameworks that allowed PPG solutions to be developed and deployed on time, under budget, and working with existing internal and external programme teams.