SAVVYSOFT HAS BEEN COMMITTED TO PROVIDING AWARD-WINNING, HIGH-CALIBER DERIVATIVES SOFTWARE SINCE 1990. WITH THOUSANDS OF INSTALLATIONS IN OVER 30 COUNTRIES, SAVVYOFT'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 DERIVATIVES VALUATIONS.

• OTC DERIVATIVES PRICING MODELS

  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 you'd expect. 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:

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

• RISK MANAGEMENT SYSTEMS

  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’s new Bloomberg app OTC Backtesting&Risk offers canned reports, including Historical VaR, Historical CVA and historical performance, right out of the box.

• ASSET/LIABILITY 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.

• HEDGE ACCOUNTING SYSTEMS

  Savvysoft STARS Accounting enables users to comply with 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 WHITE LABEL

  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.

• GENERATE C++ FROM EXCEL

  Turn your spreadsheets into DLL subroutines at the push of a button. Secure your spreadsheets, hide their logic from prying eyes, embed business logic inside other systems, and get code working 10 times faster than coding in C++ by avoiding the torture of debugging.