Monis Analyzer
Monis Analyzer is a specialized front-office system providing analysis, trading and risk management for convertible bonds and other equity-linked securities, and their hedging instruments such as equity, options, interest rate and asset swaps.
Non-specialist systems cannot meet users' requirements to encompass the wide variety of different structures found in the convertibles market, nor are they sophisticated enough to analyze the hybrid risk exposures of convertible securitites and cross-asset-class positions. Analyzer, by contrast, is an industrial-strength system, enabling users to trade, manage and hedge convertible securities in all their complexity and variety.
Superior performance for multiple users is achieved through a distributed calculation of static security information and positions, while retaining a highly customizable user interface, real-time data feeds and market-leading analytics.
How Analyzer Can Help You:
Use Monis' market-leading analytics to value and measure the hybrid risks of convertible securities, with comprehensive coverage of convertible types and features, including zeros, preferences, mandatories, payment in kinds, cross-currency, exchangeables, resets, CoCos, CoPays and floating coupons.
Monis provides comprehensive convertibles coverage to capture the full impact of every element and innovation of the full range of convertible instruments.
Manage cross-asset-class strategies covering convertible bonds, equity, vanilla equity and FX Options, barrier, digital and cliquet equity and FX Options, credit default swaps, convertible asset swaps, interest rate swaps, interest rate futures, index futures, bond futures, nth to default, CDO, FX forwards, vol and var swaps and equity swaps.
Identify trading opportunities by searching the shared database of terms, conditions and market data, and by monitoring customized watchlists.
Manage your positions in real-time, including flexible portfolio structures to view by accounts, strategies and portfolios, with fully customizable views for different requirements.
Monitor your positions and risk using reports, which can be run at any level (e.g. strategies, accounts, portfolios) in an integrated way across all asset classes and currencies.
Run market making books
with multiple orders across many individual bonds, and track dollar nuke equivalents and compare them back to the current house price. Easily filter orders based on client, bond name and order date.
Use Monis Data Service to provide your firm with a broad universe of convertible bonds. Featured data includes terms and conditions and market prices on more than 2,800 bonds, new issues alerts and pricing and historical time series data.
Monis Analyzer Preview: Position Blotter:
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