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MBRM
MBRM - MB Risk Management
Warnford Court
Throgmorton Street
London EC2N 2AT
United Kingdom
Email:

Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

General Features:

  • Handling of ETO contracts on most exchanges, including equity derivatives and interest rate futures.
  • Evaluation of FTSE options on the LIFFE exchange, including the modelling of early exercise (wild card option).
  • Graphical modification of volatility skews.
  • Full risk analysis (including scenario analysis). Risk broken down into individual contracts and strikes.
  • Pricing sheets can be easily adjusted for different formats.
  • Multiple formats for one contract possible.
  • Up to eight contracts on one pricing sheet.
  • Open system approach enables linking to most real-time feeds.
  • Positions from multiple dealers/contracts can be monitored and consolidated centrally.

For further details, please contact our Sales Team

NOTE: The MBRM Exchange Traded Options System requires UNIVOPT - Universal Options Add-in and UNIVINT - Universal Interpolating Add-in to operate.

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our main software packages (This would be a massive saving on the individual selling price of these packages)

CLICK HERE to see our latest Price List.


Click the thumbnails below for screenshots of our sample spreadsheets:

Volatility 'Smile' Grid Pricing Sheet
Risk Summary Graph Span Risk Summary
OTC Calculator