Capital Markets Day

2011

Strategic Research – strategic focus and roadmap

Marc Schröter, SVP Strategic Research Department

SimCorp Dimension product vision

2

Product vision

SimCorp Dimension is an enterprise platform

which provides modular and fully integrated

application support for front-to-back

processes in leading buy-side institutions.

SimCorp Dimension – present and future

3

Data providers Data

warehouse

Market data

Security master

data

Counterparty data

Other external data

BI /

Reporting

‘Transactional’

3rd parties

FO

Portfolio Mgmt

Compliance

Order Mgmt

MO

Risk Management

Performance Measurement

Market, reference, static data

BO

Corporate Actions

Collateral

Cash Mgmt

Fund Accountin

g

Accounting

Transaction Mgmt

Positions and transactions

Derived data

Data

Operational systems

New features and roadmap

Integrated Front Office

Financial instruments

Risk management

Regulation

Data management and

reporting

Processing efficiency

Cost of operations

System Architecture

Financial

Instruments

System Operations

Reporting Connectivity

Compliance

Risk Management

Performance Measurement

Fund Accounting

Portfolio Management

Trading

Settlement

Accounting

Integrated Front Office

5

Algorithmic trading

Broker restrictions

Substitutable bonds

Order approval and compliance override

Alerts Inbox – Compliance Manager

Dashboard

Targeting tools

Profit/loss against book value

Financial Instruments

6

TYPE

ASSET CLASS

Securities Money market Standard exchange

traded derivatives

OTC derivatives Structured

products/exotic

derivatives

Fixed income Bonds

Fixed/floating/structured

Schuldscheine

US MBS

Pools

TBA trades

Asset-backed securities

Pass-through certificates

Convertible bonds

Bank accounts

Loans, commitments and

facilities

Call money

Deposits (fixed, floating)

Bills

Commercial paper

Certificate of deposit

Bond futures

Bond options

Futures on bond options

Bond forwards

OTC bond options

Interest rate swaps

Cross currency swaps

Dual currency swaps

CMS/CMT swaps

Swaptions

FRA/IRF

Cap/floor/collar

Securities lending

Repos

Sell/buy-backs

Complex structured

notes/products

Exotic derivatives

Examples:

Range accruals

TARN’s

Snowballs

Equity/index Equities

Rights

(Covered) Warrants

ADR/GDR

Index certificates

Equity/index futures

Equity/index options

Futures on equity/index

Options

Equity/index forwards

OTC equity/index options

Total return swaps

TRS on dynamic baskets

Complex equity or hybrid

structures

Examples:

Equity/index linked hybrids

Variance/volatility swaps

Exotic options

FX FX spot FX futures FX forwards

FX swaps

FX options

Exotic FX options

Examples:

Exotic options

Structured notes

Credit ABS

Corporate bonds

Index CDS

Index tranches

Single name CDS

Bespoke basket CDS

Synthetic CDO’s

CDS options

Inflation Index bonds Examples:

Zero coupon inflation swaps

YoY inflation swaps

Other Commodities

Fund certificates

Alternative investments

Commodity options

Examples:

Exotic commodity options

Weather derivatives

Catastrophe bonds

Alternative investments

Secondary loan trading

Trade Manager

Risk Management

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Trade splitter

Cash management

Delta-gamma VaR

Stress test and Reverse stress test

Credit default risk

Regulation

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MiFID II

IFRS 9

AIFMD

Solvency II UCITS IV

Dodd-Frank

EMIR

FATCA

Central counterparty clearing (CCP)

IFRS 9 transition service

Solvency II service

Data management and reporting

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Market data management

Index and benchmark data

Period closure

Layout builder and web reporting

Data models and extracts

Processing efficiency

10

Update Internal

G/L

Stop booking

Market data

validation

Calculate fund

portfolio

Create NAV

Update Internal G/L

Stop booking Market data validation

Calculate fund portfolio

Create NAV Extra Tttttt

Update Internal G/L

Stop booking Market data validation

Calculate fund portfolio

Create NAV Extra

Update Internal G/L Stop booking Market data validation

Fund STP services

Fund STP events

Alerts Inbox – Fund Administration Manager

Auto allocation of collateral

Electronic messaging for collateral

CTM orchestration from SimCorp Dimension

Swift security trade confirmation

Cost of operations

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Parallel upgrades

System run-time measurements

Unified logging

New features and roadmap

Integrated Front Office

Financial instruments

Risk management

Regulation

Data management and

reporting

Processing efficiency

Cost of operations

System Architecture

Financial

Instruments

System Operations

Reporting Connectivity

Compliance

Risk Management

Performance Measurement

Fund Accounting

Portfolio Management

Trading

Settlement

Accounting