Indexator
A newly developed application for calculating index values and performance. The tool provides the ability to create a wide range of indexes for all types of assets as well as the possibility to create flexible index publication schedules.
Indexator - general information:
-
Compliant with the BenchMark Regulation (BMR)
-
Performance > 120.000 messages per second
-
Pre-define index algorythms
-
A wide range of indexes based on equity instruments, debt market, and derivatives
-
A various index classes, e.g based on prices, income (gross and net value)
-
The ability to create a wide range if indexes for all types of assets
-
The ability to create flexible index publication schedules
-
The ability to work with the application 24/7
-
The possibility of a significant reduction of the onboarding time for new indexes
Multicurrency possibility of calculating and publishing indexes based on different entry and exit currencies
Multicurrency support of various data sources in order to calculate currency indices or indicators having separate intra or end of day exchange rates retrieved from:
-
National banks
-
Calculation agents (e.g. GPW Benchmark)
-
Distributors such as Refinitiv (former Thomson Reuters)
-
Bloomberg or SIX
The ability to create indexes taking into account data from different sources (including different sources of quotes for the same instrument)
-
Multiple trading
possibility to define the same instrument listed on various trading platforms including regulated and alternative markets, MTFs or OTCs.
-
Various data sources
from direct market feed from exchanges, index administrators, distributors including exchange data, reference or exchange rates obtained via direct feed or delivered via txt and csv, allowing to calculate indices or indicators in real time, fixing mode or close values calculation.
-
Mulitple currencies
Index may be priced in multiple currencies from USD, EUR, HUF, PLN, CZK and many others.
New audit funcionalities supporting the index administrator in the scope of fulfilling the regulations set out in the EC Benchmark Regulation (BMR)
-
the possibility of recalculation the index value, taking into account parameterization data and transaction / input data from a selected session day, e.g. for audit purposes
-
the ability to simulate the value of a newly created index, including information parameterizing the index into the application, e.g. a new portfolio, additional interest rates, currencies, etc. using archived transaction / input data
-
the possibility of simulating the conversion of the value of an existing index, taking into account additional transaction / input data
-
full audit of every change made by the user
Full administrative and operational control based on alert solutions
-
automated live monitoring including various alert scenarios such as: no index publication, missing opening value publication for indices, missing calculation for dedicated index interval.
-
various other alerts designed to identify unusual behavior of index or its content based on price, percentage change or instrument status.
-
various options to subscribe to the list of alerts: via SMS, Email, General User Interface – pop-up.
