Market Data Manager performs automatic data collection and storage of all "raw" market data, such as prices, interest rates, credit spreads and volatilities, as well as daily tracking of risk factors.
In addition it enables automatic generation and storage of SCENARIOS and the modeling of DERIVED DATA such as bootstrapping of interest rate term structures and implied volatility surfaces.

Scenario generation is facilitated by the adoption of customized risk factor hierarchies, that bring together sets of derived market data:
 

• Interest rate modeling.
• Foreign exchange movements.
• Equity markets and indices.
• Multi-exposure modeling of investment funds.
• Option volatility modeling and simulation.
• Market indexations.
• Credit risk level modeling.

 
Market data feeding is not directly available to clients, but enables CAPITECTS to provide a full set of simulation results and scenarios of products and portfolios.