OTCStreaming

OTCStreaming ambition is to become the market standard source for Credit Derivatives valuations.

We are receiving data from different sources. On one hand from the Standard Repository Data (SDR) where, as instructed by regulators, every market participant has to upload his trades on cleared instruments (like credit indices) and from multiple not formally formatted messages sent by traders with indication of interests.

The challenge was to be able to extract in real time the data out of this multiple non standardized messages. Then to classify and enrich the data to be able to publish it and calculate closing prices and theoretical valuations.

CDSuite

Introducing the machine learning technology in expert systems reduces the maintenance costs and improves systems' accuracy.

• Cluster Based Risk Analytics
• Cleared Fixed Income Products
• Easy Maintenance

CD Suite is a front to back solution for trading and managing fixed income products (credit derivatives and corporate bonds) on a real time basis. The software architecture is fully compliant with all new regulatory requirements.

CD Suite first release in 2013 was mostly an expert system but already demonstrated machine learning capabilities. Risks were computed according to our cluster-based model of time series. Since 2013, we are investing in making the system more clever regarding all its interactions on data, reporting and processes. Opposite to existing solutions, our architecture makes it very flexible, one can add a new instrument class and the cluster analysis will capture it to run risk analysis with minimum efforts.