Principia Services

• Upload of end-of-day market data from Bloomberg/Tullets to Principia databases - involves manual uploads as well as running and monitoring daily batch processes.
• Technical support for over 40 clients
• Training of end users
• Interface management to/from various FO trading systems.
• Environment management
• Liaise with I.T. staff on support issues requiring bug fixes

• Credit Derivative Trading Application – Creation of a trade entry front-end that allows the easy entry of Single name CDS, ST CDO’s and INDEX CDS trades, into the Principia Analytic System where various reports are created.
  
  
• Managing saved Market Environments – Incorporation of external MarkIt data as well as implementing procedures for reporting purposes.
  
  
• Summit Interface – Creation of an interface designed to migrate data (trade and static) from the Summit system into the Principia system. The interface comprised of an XSLT translation process, which was initiated by a java wrapper. The interface allowed the client to produce consolidated risk reports.
  
  
• Credit Derivative Product Company (CDPC) System Implementation – Implementation of interfaces between the core Principia Risk management/ Reporting system and the Ratings agencies’, Capital Model’s, and accounting systems.
  
  
• Custom Report Creation – Custom report creation within the Principia system to satisfy Counterparty, Rating Agency, Accounting and Investor requirements.
  
  
• Custom Derivative Chart of Accounts - Chart designed to service both derivative and hedged instruments. Journal Entries produced by this Chart of Accounts were the starting point of the FASB 133 Accounting Entry generation process. The Chart of Accounts utilized a generic meta account structure, with additional logic constructed within the Outposting process to assign the specific account number and Cost Center required for each journal entry.