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 limitsledger 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

FIFO Accounting

Amortised cost valuation

Hedge Accounting

Financial derivatives

Integrated Impairment Calculation Engine

IFRS9 compliant, multi-scenario


Integrated system of investment and risk limits
Deal settlements


Deal capture
Advanced portfolio analytics

Modular design enables our clients to get exactly what they need

Monetary Settlements

  • Automatic generation of open receivables and payables based on captured deals
  • Advance payments
  • Import of payments
  • Automatic or manual settlements between open receivables/payables and payments
  • Exchange rate differences
  • Complete insight into the cash balance and into the balance of open receivables and payables (in nominal and base currency)

Analytical Tools

  • Overview of the portfolio value and structure
  • Fixed income analyses (rate of return, duration, convexity, dynamic scenarios-based portfolio sensitivity…)
  • Portfolio rate of return in a defined period (IRR, MIRR)
  • Market risk measures (VaR, CVaR, MVaR…) with different calculation methods (Var-Cov, historical simulation…) and parameters
  • Measurement of portfolio management performance (Sharpe, Treynor, Jensen)
  • Liquidity management (calculation and overview of planned cash flows, currency exposures)
  • Simulations and what-if analyses
  • Portfolio optimization

System of Limits

  • Periodic verification of the portfolio compliance with the set investment limits
  • Simulation of new deals (pre-deal check)
  • Regulatory capital requirements
  • Planning

Reporting and Exports

  • Regulatory reports (ECB, BS, AZN etc.)
  • Numerous accounting reports
  • Customizable exports for general ledger, DWH etc.

Trade Order Management

  • Keeping a single record of all orders including their status and history
  • Integrated authorization mechanism
  • Market and limit type of orders


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