Debt & Derivatives

Complex Products Require Innovative Solutions

For over 30 years SS&C Debt & DerivativesTM has been on the leading edge of financial technology. Our software is a comprehensive middle / back office solution for processing, accounting, and valuing debt and derivatives. SS&C Debt & DerivativesTM is used by numerous large and mid-sized companies to manage the operational and accounting aspects of their OTC derivatives portfolios. No matter what business you are in, our powerful, modular platform and dedicated staff can help you overcome your toughest challenges and improve operational efficiency.

Supported Financial Products
SS&C Debt & DerivativesTM provides an ideal valuation and accounting solution for multiple types of swaps, options, and forwards including:  

  • Interest Rate Swaps & Cross-Currency Swaps
  • Foreign Exchange (FX) Spot, Forwards, Swaps, and Options
  • Caps, Floors, Swaptions, and Equity Options
  • Credit Default, Equity, Commodity, and Total Return Swaps

Our unique modular structure allows users to implement only the software they need for the products they have. 

Accounting
SS&C Debt & DerivativesTM offers a full suite of back-office, operations, and accounting functions including automatic accrual processing, payment-processing and general ledger accounting. SS&C Debt & DerivativesTM supports U.S. GAAP, IFRS, and Statutory Accounting for U.S. insurance companies. Our software includes functionality to specifically support the following derivatives accounting rules:

  • ASC 815 Hedge Accounting (FAS 133)
  • ASC 820 Fair Value Accounting for Derivatives (FAS 157)
  • IFRS 9 Hedge Accounting (IAS 39)
  • Statutory Accounting for Derivatives

SS&C Debt & DerivativesTM will easily integrate with a firm’s existing general ledger system.

Extensive Reporting Tools
SS&C Debt & DerivativesTM includes over 100 pre-existing customizable templates covering: pricing, risk, cash-flow forecasting, hedge accounting, regulatory reporting and much more. Custom reports are also available. Some existing regulatory reports include:

Some existing regulatory reports include:

  • DTCC Valuations Extract
  • Swap Data Repository (SDR) Reporting
  • Bank Capital Reports: Schedule RC-L and Schedule RC-R
  • NAIC Schedule DB (Statutory Accounting for U.S. Insurance Companies)

Deployment Options
SS&C software applications offer several deployment options to suit your specific needs:

  • Licensed (Installed on the user’s server)
  • Hosted (Installed on an SS&C server)
  • Fully Outsourced to SS&C

The SS&C Debt & DerivativesTMplatform may be deployed as a stand-alone software product or seamlessly integrated with other SS&C applications.

Swap Market & Hedge Accounting Timeline

Debt & Derivatives Timeline