Thinkfolio supports OTC derivatives workflows across portfolio exposure, valuation, risk analytics, pre-trade modelling, execution and post-trade processing.
Built for OTC traders and portfolio managers, Thinkfolio provides enterprise-wide views of exposure, risk, valuation and performance across major OTC asset classes, including interest rate swaps, credit default swaps, CDS indices, FX forwards and swaps, commodity swaps, equity-linked derivatives and structured products.
Thinkfolio combines market reference data, pricing, S&P RED data, risk-free-rate curves and proprietary data in a configurable front-office workflow. Users can define custom classifications, calculations and risk views across counterparty, book, strategy, currency, tenor, curve, index family, issuer, reference entity and clearing status.
Native analytics support OTC decision-making across NPV, DV01, CS01, convexity, spread, implied volatility and custom key-rate-duration tenors where configured. Look-through transparency helps reveal indirect exposure from structured-product baskets, fund-of-funds and underlying holdings.
Pre-trade modelling enables users to assess duration impact, cash-neutral changes, roll activity, hedging trades and scenario-driven adjustments before execution. Teams can model proposed OTC trades against portfolio exposures, risk measures, valuation impact and mandate constraints.
Trade-cycle workflows connect OTC decisions to approval, routing and execution through STP automation, broker restrictions, maker-checker controls and EMS / FIX connectivity. Thinkfolio supports electronic routing through venues such as MarketAxess, Tradeweb, OTCX and TSOX where configured, across cleared and bilateral trading workflows.
Market reference data, pricing, S& RED data, risk-free-rate curves and proprietary data combined in a configurable front-office OTC workflow.
Support for configured discounting, valuation and benchmark comparison using relevant rate curves, including OIS, SOFR and other market curves where applicable.
Support for interest rate swaps, credit default swaps, CDS indices, FX forwards, FX swaps, commodity swaps, equity-linked derivatives and structured products where configured.
Support for ON-IAS trading workflows via TSOX where configured, helping teams route OTC orders through controlled electronic workflows.
Native analytics including NPV, DV01, CS01, convexity, spread, implied volatility and custom key-rate-duration tenors where configured.
Look-through analysis for fund-of-funds, structured-product baskets and indirect holdings to identify underlying exposure and concentration.
What-if modelling for new trades, hedges, rolls, rebalances, duration changes and cash-neutral adjustments before orders are approved or routed.
User-defined classifications and calculations across counterparty, book, strategy, tenor, curve, currency, reference entity, clearing status and mandate dimensions.
Electronic routing via MarketAxess, Tradeweb, OTCX, TSOX and other OTC venues where configured, with support for cleared and bilateral trading paths.
Trade-cycle workflows from idea to model, approve and route, with maker-checker controls, broker restrictions, approval logic and full audit trail.
STP automation, downstream extracts and controlled trade handoff to reduce manual re-keying and support scalable OTC processing.