Sanwa International is testing Infinity Market Simulator, an application that delivers high-performance Monte Carlo-based Value-at-Risk reports. The pilot follows the April launch of Infinity 7, a front to back office trading and risk management system that supports high-volume, low-margin commodity transactions and low-volume, high-margin structured transactions.
“Our organisation trades financial products across the entire spectrum of the financial lifecycle. We do vanilla transactions such as swaps, as well as highly innovative, structured derivatives for large multinational corporations. Therefore, we needed high performance, straight-through processing and rapid extensibility,” says Steve Nicholls, Infinity project manager for Sanwa, referring to the Infinity 7 installation.