We have been hard at work during the winter months releasing some exciting new features as well as some great improvements on existing features in TS. We wanted to highlight a few of them to you.
We encourage you to sign up for the Product Release webinar where we will demonstrate these new features live.
TS also supports market valuation of risk free O/N interest loans using OIS yield curves.
- Cumulative interest days
- Cumulative observation days
- Observation days
- Observation shift
- Observation start date
Expanding Roles & Permissions
- Control access to views
- Control access to deal templates
- Control access to specific legal entities
- Prohibit confirming of own deals
We are making big improvements to our Autopilot which has up until now been working in the background and unfortunately relied on TS staff managing the setup and scheduling. With our latest release, Autopilot has a brand new view where you can easily schedule activities based on different time criteria. You also get a good overview of your scheduled activities.
In addition we have added a new activity that can schedule automatic daily updates of FX rates on transactions.
We are working on adding event and file triggers and expanding the capabilities of the Autopilot in future releases.
Introducing Time Buckets which help you report on balances, cash flows, interest expenses and other metrics in weekly, monthly, quarterly or yearly columns. You can also combine and mix different lengths of time buckets.
This helps you get better control over seasonal variations and supporting your budget processes.
Market valuation FX Options & Caps / Floors
You can now run market valuation reports on FX Options and Caps / Floors instruments. In reports you can now add columns for Market Value consisting of Time & Intrinsic Value as well as Volatility & the “Greeks” Delta, Theta and Vega.
We have also added support for importing volatility rates into Market Data.
We have changed the way TS creates accounting of cash flows with netting principle. This means that all transactions under the same Deal ID, Payment date, G/L account and Dimensions will now be netted together. This will dramatically lower the number of accounting transactions, increase overall performance and simplify the process of reconciling of bank accounts.
This is a result of not only the IBOR transition but also our desire to improve the overall accounting process. We hope you like it!
Encrypted payment files
Payment files sent from TS has always been sent in a secure way to the bank. We are now adding the possibility to encrypt the content of payment files that are created and exported from TS. This increases overall security both in terms of the content and transfer of the payment files.