SHIK-STRUCT-DARK

Modelity/Structures is a complete sales, support and management tool for the Structured Products business

  • A quicker sales process
  • Elimination of errors
  • Shorter time to market for new products
  • Avoidance of time-consuming manual work

The sales module is focused on structured products transparency and explanation, enhancing the seller’s relationship with the end client. Computed outputs such as actual historical performance, Stress Tests, VaR and Monte-Carlo projections are presented in a range of graphical and numerical formats. The design module enables:

  • structured products families
  • structured products logics
  • products
  • payout logics

to be designed and tested without any specialized programming skills.

Performance Reporting

Based on calculations performed by the payout engine, a reporting and visualization mechanism produces reports showing the actual performances of live structured products and their underlying instruments. Actual performance to date is illustrated and additional features such as anticipated returns based upon performance or expected / potential performances may be included. Various aspects of product logic are visually illustrated to assist client understanding, for example:

  • Samples (e.g. Asian, Cliquet)
  • Outperformance
  • Knock-out, knock-ins, barriers, tunnels, ranges
  • Accrued coupons
  • Weightings (e.g. Rainbow, Momentum)
  • Conversions (e.g. in Reverse Convertibles)

Education and Simulation

Upon receiving the input of structured products’ terms, an interactive flash presentation (including a product performance simulator) can be generated. The presentation explains the product and logical reasons to invest in it. The presentation ends with a scenario simulator where an advisor/client may input their expectations and product performance adjusts immediately with graphical and numerical representations.

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WEBSITE GENERATION

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A generator produces suitable web content as integrated and automated sub-sections of the Client’s website(s). The sub-sections can include relevant documentation / reporting and interactive flash presentations and is typically organized as:

  • Products in Subscription
  • Live Products
  • Matured Products

BACK TESTING

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Three types of back testing are supported:

  • Single Back Test: A one-time back test, showing how a structured product would have performed if it had been issued during a specified time period.
  • Stress Back Test: A product is “virtually issued” on a daily/weekly/monthly basis over a selected period and aggregated data is produced, e.g. returns probabilities, chances of barrier being breached, etc.
  • Goal Search Back Test: This capability enables the location of a period or periods where the product would have performed according to certain criteria, for example generated a redemption return in the range of x% to y%, or a barrier would have been breached.

STRESS TESTING

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Stress testing may be conducted using both actual historical data (see Stress Back Test above) and simulated data (Future Stress Test). A product is “virtually issued” multiple times and aggregated data is produced, e.g. returns probabilities, chances of barrier being breached, etc.

SMARTPHONE & TABLET

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  • Rich interactive apps for Android, Blackberry, and iOS.
  • Current Offers: inform clients and IFAs of highlights as soon as new products become available
  • Live Products: search by criteria, configurable results presentation. Evaluate client portfolio with live prices.

PRODUCT REPOSITORY

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This utilizes a flexible data model to manage the storage and retrieval of any type of structured product. It holds not only static data (for example the original terms of a product from its Term Sheet), but also calculated (dynamic) data produced by the Term Sheet Engine (see below). This component provides not only the basic services of storing and retrieving product data, it also offers a powerful screening capability for both the static data and/or the calculated (dynamic) data.

FUTURE SCENARIO

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The user provides guidelines (e.g. expected returns, volatilities) and the system generates corresponding future scenarios and calculates product performance under these scenarios. Future scenarios for live products are supported in addition to products in subscription, as the system can factor in the performance of a product to date in its calculation of an “ongoing” future scenario.

TERM SHEET GENERATION

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Terms are input into the engine which then automatically produces any type of required term sheet (e.g. private, institutional). Any desired key features may be selected to be included in the required term sheet as circumstances require. For example, a range of possible performance scenarios or a back test, etc.

EVENT MESSAGING

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The user provides guidelines (e.g. expected returns, volatilities) and the system generates corresponding future scenarios and calculates product performance under these scenarios. Future scenarios for live products are supported in addition to products in subscription, as the system can factor in the performance of a product to date in its calculation of an “ongoing” future scenario.