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 * DERIVATIVES SOFTWARE
    * OTC Derivatives Pricing Models
    * VaR / CVA Bloomberg App
    * Risk Management
    * Hedge Accounting
    * Asset / Liability Management
    * Excel-based Portfolio Management
    * Price All OTC Instruments With a Payoff Function
    * Convert Excel To C++

 * SERVICES
    * Valuation Services
    * Custom Modeling
    * Hedge Accounting Service Bureau

 * NEWS & EVENTS
    * In the news
    * Press releases
    * White papers
    * Events & trade shows

 * ABOUT US
    * Staff
    * Testimonials          

 * SUPPORT
    * Tech support             
    * Contact us             

 * CONTACT US
 * REQUEST DEMO


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 * riskawards
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 * riskawards2
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 * Overview
 * Pricing Models
 * Hedge Accounting
 * Risk Management
 * Asset / Liability
 * Bloomberg App
 * White Label
 * Calc C++

Savvysoft is committed to providing innovative, high-caliber, award-winning
derivatives software. With thousands of installations in over 30 countries,
Savvysoft's TOPS suite of OTC derivatives pricing models have become the
industry standard. Four of the "Big Four" accounting firms rely on TOPS for
their OTC derivative valuations.

Savvysoft’s award-winning TOPS derivatives pricing and valuation models cover
the broadest range of OTC derivatives instruments. Use TOPS in Excel or
integrate TOPS with your preferred system. Savvysoft’s TOPS libraries are
designed for surprisingly easy, expedient integrations that are accomplished in
a fraction of the time. Use Savvysoft’s OmniPricer to price any conceivable
structure by simply entering its payoff function in Excel (no need to learn a
cumbersome proprietary language). Savvysoft TOPS covers these markets:

INTEREST RATES CREDIT / CDS / CDO / CDX / CLO EQUITIES FX COMMODITIES INFLATION
CONVERTIBLES MBS / STRUCTURED PRODUCTS ENERGY ELECTRICITY



Savvysoft STARS Accounting enables users to comply with ASC 815 / FAS 133 / IAS
39/ IFRS 7 / CICA 3865. The system allows flexible hedge designation /
de-designation, automated creation of hedge documentation, hedge effectiveness
testing, and journal entry generation.

Savvysoft STARS Risk is a modular, flexible and fully customizable cross-asset,
multi-currency VaR and CVA system that can be up and running in less time than
it takes to implement traditional systems.

Savvysoft STARS ALM can generate Monte Carlo scenarios of balance sheet items,
investment portfolios and debt / swaps. Reports are available for displaying the
efficient frontier, optimizing the debt mix across the efficient frontier, and
displaying many key financial ratios over the life of the simulation.

Savvysoft’s new Bloomberg app OTC Backtesting&Risk, allows you to backtest
illiquid OTC instruments using mark-to-model historical prices. Model inputs are
actual historical prices, interest rates and volatilities from Bloomberg's vast
database. OTC Backtesting&Risk also offers canned reports, including Historical
VaR, Historical CVA and historical performance, and Dodd-Frank scenario analysis
right out of the box.

Shhhh! We can keep a secret if you can. If you're a system provider but don’t
want the headaches of pricing complex OTC instruments, simply embed Savvysoft’s
award-winning, industry-standard TOPS models in your system. Or ask us to do it
for you.

Why go through the hassles of programming and debugging mathematical formulas by
hand when you can instantly turn them into working C++ code using Calc4Web ?
Calc4Web lets you use Excel to immediately convert calculations into C++ code.
Simply enter your calculation into the cells of an Excel spreadsheet, click the
Calc4Web button, and you'll instantly generate a DLL subroutine that can be
integrated into any standalone program. You can even turn calculations into Web
services or Excel addins. Secure your spreadsheets. Hide their logic from prying
eyes. Embed business logic inside other systems. Avoid the torture of debugging.

 

Contact us to discuss how we can help meet your derivatives needs.





Free Test Drive
 
 * DERIVATIVE SOLUTIONS
 * * OTC Derivatives Pricing Models
   * VaR / CVA Bloomberg App
   * Risk Management Systems
   * Hedge Accounting System
   * Asset / Liability Management
   * Excel-based Portfolio System
   * Price All OTC Instruments With a Payoff Function
   * Convert Excel To C++

 * SERVICES
 * * Valuation Services
   * Consulting
   * Custom Modeling
   * Hedge Accounting Service

 * NEWS & EVENTS
 * * In The News
   * Press Releases
   * White Papers
   * Events & Trade Shows

 * ABOUT US
 * * Staff
   * Testimonials

 * SUPPORT
 * * Contact us

 




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