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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.
Calculation Models
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
Business Knowledge
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
AZMAT System
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