Fixed Income

Running a business in today’s complicated environment of uncertainty on debt markets requires a considered approach to managing fixed income instruments.

Luxoft’s systems focus on creating workflows for the management of loans and other lending-related commitments; including cash facilities, distressed debt, mortgages, non trade-related guarantees, and issues of bonds, notes and other fixed income securities.

Our solutions are intelligently designed to cover all stages of the loan lifecycle, including negotiation, pricing, approval, booking, hedging, monitoring and rebalancing. Each stage of the lifecycle is supported by best practices in business - relationship management, deal management, portfolio management, securitization, trading, credit risk management, regulation and compliance.

The risk management component of our solutions centralizes the processes for credit risk governance and provides risk monitoring, assessment and scoring, calculation of essential risk parameters such as credit risk exposure, probability of default (PD), expected loss (EL), risk-weighted assets (RWA), minimum capital requirements, etc. with full support of Basel ll standards.

Our solutions maximize predictability in the debt market by supplementing traditional value-at-risk (VaR) models with enhanced scenario analysis based on interest rate shifts, volatility, credit spreads, rating changes, prepayments, defaults, exchange rates, and inflation.

Luxoft’s solutions help your business run smoothly when it comes to managing fixed income portfolios and their specific risks.

For more information, please contact our business representative