Our Technology Infrastructure – VARFIN

VARFIN is a sophisticated proprietary technology that puts together real-time market data, financial product databases, and an advanced calculation and reporting engine, to provide our clients with the information they demand about their debt and hedge portfolios. This is our core technology infrastructure on which all our functional capabilities rely.

We have applied our extensive experience and know-how in pricing any kind of interest rate and foreign exchange derivatives, from plain vanilla interest rate swaps to foreign exchange barrier options, to build VARFIN. We use proprietary methodologies to bootstrap interest rate forward curves and option implied volatility surfaces that allow us to price sophisticated financial products based on different tenors of USD Libor, Euribor and Eonia rates, as well as interest rate indices from numerous other countries.

VARFIN allows us to run Risk Analysis, Scenario Analysis and Hedge Effectiveness Tests to help us come up with the best hedging strategies or restructuring possibilities.

Our clients can use our reports for both accounting and decision-making purposes. They can rely on VARFIN to track their debt and financial product portfolio, run valuations, reconcile bank payments, retrieve transaction information, and much more.

Through our work on tens of thousands of complex financial transactions, we have built a technology solution that provides the accuracy, timeliness, and information security that our clients demand.

For more information about VARFIN, please click on Technology or contact us