An integrated straight-through-processing treasury system for managing portfolios of financial instruments
Taurus™ is an integrated straight-through-processing treasury system for managing portfolios of financial instruments. It provides support for all processes related to front-office, middle-office and back-office operations, such as: deal capture, portfolio management tools, valuation, investment and risk limits, ledger postings compliant with IAS39/IFRS9, monetary settlements, tax calculation, reporting and advanced portfolio analytics.
Comprehensive straight-through-processing system for all treasury operations
The back-office module of the solution is fully automated, transparent, and compliant with IAS39 / IFRS9 accounting standards. All types of deals with financial instruments (including derivatives) can be captured manually or imported from external systems.
Middle-office modules provide mechanism for full control of user-configurable investment and risk limits. Front-office modules provide full analytical support for investment managers including market risk analysis, fixed-income analysis, performance measures, liquidity planning, portfolio optimization (extensions of Markowitz model) etc.
In addition to the common daily deals, Taurus™ enables robust support for corporate actions (splits, mergers, spin-offs) and hedge accounting with regular effectiveness testing.
Fully automated generation of postings, the capability of the market and on-the-fly accounting valuation, and an advanced engine for future cash flows calculation enable users to focus on their true business challenges and leave everyday tasks to Taurus™.
Well-controlled workflow (including reversals and FIFO consistency), built-in mechanisms for data entry verification and a complete audit trail – leave no room for human mistakes and provide full transparency for all auditing inquiries.
Fully Automatic Bookkeeping
Ledger entries and reversals as a result of business events
Amortised cost valuation
Integrated Impairment Calculation Engine
IFRS9 compliant, multi-scenario
Integrated system of investment and risk limits
Advanced portfolio analytics