MBRM - MB Risk Management

Sep 2009

MB Risk Management (MBRM) are pleased to announce the launch of UNIVERSAL Add-ins version 10.1.01. This is the latest upgrade of their derivative pricing and risk management products.

The update included performance enhancement to their software's multi-threaded calculation feature, enhancement to their Excel interface, and an expansion to their user manuals.

The UNIVLMM - Universal LIBOR Market Model Add-in was also updated to add support for a new instrument "10 = Callable CMS Spread Quanto [Reference Rate * MULTIPLIER subtracted]"

This would be especially useful for leveraged CMS spread linked instruments, such as "Multicallable CMS Spread Steepeners", e.g. "Multicallable 2s10s Steepener".

COMPANY PROFILE

MBRM are developers of the world-famous UNIVERSAL Add-ins. With 30,000+ users world-wide, the UNIVERSAL Add-ins are the most widely-used derivative software for the pricing, risk management, trading, arbitrage, fund management and auditing of securities, options, futures and swaps in the convertible, fixed income, commodities, energy, equities, foreign exchange and money markets. Links with most real-time feeds create a powerful and dynamic analytical environment. MBRM's software is used world-wide in mission critical applications by most major Investment Houses, Money Managers and Corporate Treasuries.

The UNIVERSAL Add-ins are all implemented as function calls in a Dynamic Link Library (DLL), thus assisting in the ease of use and integration into the user's analytical environment. They can therefore be called from Excel 2007 multi-threaded calculation (MTC), Excel, Access, OOo, Visual Basic, VB.NET, C/C++/C#, Java, etc. This object-orientated building-block approach provides unequalled speed, cost-effectiveness and flexibility. MBRM's technical support is excellent since the software has been designed and implemented in-house.

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of this module.

For further information, please contact our Sales Team

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