Termsheet Validation for Structured Rates
Trade economics present in termsheets are checked against risk system bookings.
Multiple conditions pertaining to various features like coupon payment and autocall checks are checked against booking systems....
Various schedules including but not restricted to Autocall observation, autocall payment, coupon observation and coupon payment are automatically checked against risk booking system....
Vector works seamlessly beginning with termsheet extraction from repository, risk system trade exctraction and decryption to itemized reconciliation report generation. Those solution has automated entire notes validation flow....
Feature Extraction & Engineering1
Payoff Modelling & Calculation111
Conditionality Check & Schedules111