Debt & Derivatives

Simplify the management of complex instruments.

SS&C’s Debt & Derivatives is a comprehensive middle and back office solution for processing, accounting for, valuing and reporting on debt and derivative instruments. Firms of all types and sizes use it to manage the operational and accounting aspects of their OTC derivatives portfolios. Debt & Derivatives provides a straightforward 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

A modular structure allows you to implement only the software you need for your specific product mix

Full suite of back-office operations and accounting functions, including automatic accrual processing, payment-processing and general ledger accounting. 

Extensive reporting tools with over 100 pre-existing customizable templates covering pricing, risk, cash-flow forecasting, hedge accounting, regulatory reporting and more, plus custom report capabilities. 

Deployment options, including installed on-premise, hosted or fully outsourced to SS&C.

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