System - Overview
Risk Management + Dealing Room System
AZMAT System, is an enterprise-wide multi-user password-protected Risk management and Front Office Dealing Room System for investment banks that has been developed over a period of eight man-years in Microsoft Excel. It has over 100 system files, 25 financial models (including 12 investment banking calculation models), a 200-page on-line Help Manual and over 16,000 lines of Excel Macro programming code. It has been designed to work on a PC in all versions of Excel from Excel 5 to Excel 16 (Microsoft Office 2016), running under all versions of Windows from Windows 3.1 to Windows 10. At all times users have full access to their own spreadsheets and all Excel commands, in addition to 200 AZMAT System commands, so that they can develop their own sophisticated financial models while using AZMAT System.
AZMAT System has been specifically designed to increase the productivity of dealers and sales personnel. It is not an Excel Add-in but an enterprise-wide multi-user risk management and front-office dealing room system that is developed entirely in Excel spreadsheet environment. It is designed for use over a network of any number of users.
The system contains various Calculation Models and can use both LIVE and manual data and offers a fully protected Rates Environment with audit trail and password controls at various levels. The system is fully operational immediately after installation on your personal computer. It consists of a number of inter-connected yet independent modules:
Basic System Rates Environment and Calculation Environment.
Asset Swap; Bonds; Floating Rate Notes; Convertible bonds;
Warrants - (on Bond, Equity, Currency, Commodity);
Money Market Instruments - Bills (Discount basis), CDs (Yield basis), FRCDs (Price basis).
Risk Management Risk Management using Cash flow Maps and Principal Maps
Some of the investment banking and risk management business terms covered in AZMAT System are as follows: cash flows; discount factors; yield; present value; internal rate of return; accrued interest; average life; equivalent life; yield to maturity; redemption yield; duration; modified duration; convexity; simple margin; discounted margin; bonds (with call, put, sinking funds, partly-paid, graduated rate); zero coupon bonds; perpetual; asset swaps; floating rate notes; convertible bonds; bond warrants; equity warrants; money market instruments such as treasury bills, fixed rate certificates of deposit and floating rate certificates of deposit; volatilities; correlations; cash flow maps; and principal maps.
Please note that the Equity Module of AZMAT System is used by us to offer various Charts services. It is not available under this offer; all other modules of AZMAT System are available for educational or commercial use.
Overview of AZMAT System
AZMAT System is a truly 'open' system; it can use input data from any file which can be opened in Excel and the results can be placed anywhere directly into any file of user's choice. Thus enabling users to develop their own sophisticated financial models which can be used with any spreadsheet on any personal computer.
Risk Management modules provide
on-demand detailed reports of a company's trading position and risk exposure
from different points of view (by currency, book, trader, division,
classification category and the entire Company). The reports are produced by
using different methodologies and by using volatility and correlation data over
different time horizons.
The system is fully operational immediately after installation and is designed for use by the international investment banks and other financial institutions operating world-wide in the financial markets of New York, London, Tokyo, Hong Kong, Frankfurt and many other cities in Europe, Asia and the Far East.
System - Overview
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