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  • End-to-end trade/loan/portfolio LIBOR/RFR simulation and valuation platform.
  • Wide range of fixed income instruments, swaps, loans, and bonds covered.
  • Integrated with Finastra’s robust quantitative analytics and curve construction framework.
  • End-of-day Reuters market data implemented and included in subscription.
  • Compatible with institution-specific valuation frameworks and front-to-back trading/lending platforms.
  • Pre-defined and configurable interactive reports designed for traders, risk managers, financial control, middle office, operations, audit, model validation and compliance professionals.
  • Numerous pre-defined and configurable use cases.
  • Simple three-step onboarding of users and portfolios.
  • Valuation framework rigorously tested and used by numerous banks.
  • Comprehensive and secure multi-level intra-institution permissioning framework.
  • Cost-effective single- or multi-year subscription inclusive of Reuters market data subscription based on portfolio-based.
  • Secure and highly scalable managed service SaaS-based solution hosted on Microsoft Azure.
  • Multi-level access security (complies with SOX) with two-step user authentication.
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MTM

Portfolio MTM and P&L Simulation and Transition Strategy Support

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Discounting

Discounting Impact on Swaps, Derivatives and Loans

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Fallback

Fair Spread Analysis for ISDA and Other Conventions

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Negotiation

Negotiation Impact by Counterparty/CCY/Index/ Trade/Borrower/Investor

Register for Trial Account

Please click on Register button to
get 7 days trial to LIBOR Express.
You can simulate upto 100 trades –
SWAP, FRA, MM, SWAPTION and IRG
in G7 currencies.

One-Time Settings

After Login, please click on settings icon to customize your source system underlying values - Trade Type, Calendar, PORS, Index, Day Count Basis, Frequency Term, Currency, Option Style, Settle Type and MM Type.

Upload Trade CSV File

After Login, click on
Simulate Trade icon,
download CSV template, create your
trade file and upload to LIBOR Express to get simulations.

About LIBOR Express

  • End-to-end trade/loan/portfolio valuation and LIBOR/RFR simulation platform.
  • Product coverage includes all fixed income instruments, swaps, loans, and bonds.
  • Integrated with Finastra’s robust quantitative analytics and curve construction framework.
  • Reuters market data implemented and included in subscription.
  • Agnostic to institution-specific valuation frameworks and front-to-back trading/lending platforms.
  • Interactive reports – standard and user configurable.
  • Pre-defined and configurable use cases.
  • Simple three-step onboarding of users and portfolios.
  • Valuation framework rigorously tested and used by numerous banks.
  • Multi-level access security with multi-level user authentication.
  • Comprehensive and secure intra-institution user access framework.
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