Portfolio Management & Accounting Solutions

Portfolio Genius®, TPG’s flagship product, delivers superior portfolio accounting and management for both sides of your balance sheet with robust reporting tools to deliver information easily and accurately.

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Derivative Accounting & Valuation Solutions

TPG's Derivative Genius® accounting solution offers unparalleled back office support, as well as processing for a multitude of derivative instruments. Reporting modules offer daily accounting and sub ledger accounting entries.

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Safekeeping Software Solutions

Safekeeping Genius® provides for easy management and accounting in the daily tasks of maintaining customer accounts. Real-time processing solutions offer tracking capabilities of securities across multiple asset classes.

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Trading Across Multiple Asset Classes

TPG Trader® integrates trading across mulitple asset classes while providing front-to-back-office, real-time processing solutions.

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Lifecycle of a Derivative | Hedge Accounting and Reporting Solutions

TPG’s solution, Derivative Genius, Valuations & Hedge Accounting modules, offers you a combined system for derivative accounting, hedge accounting, and general ledger entries.

The Life Cycle of a Derivative and Hedge
Derivative Contract

How is a derivative transaction entered?

Accounting entries

What data is available in the system for the derivative?

Decision to Hedge

What types of hedging are supported and priced?

Hedge Execution and Monitoring

What type of regulatory-compliant reporting is provided?

General Ledger Entries

What kind of general ledger entries are provided?

What Derivative Genius, when Combined with the Pricing and Hedge Accounting Modules, Delivers
Efficient and comprehensive transaction entry
  • Entry templates provided for swaps (amortizing or accreting), caps, floors, swaptions,  futures & options
  • Intuitive screens provided for  entry of pay and receive legs 
  • Counterparty information and instructions carried with transaction
  • Interfaces for loading of standard indexes
Accounting and payment processing

  • Sub ledger entries  daily/monthly
  • Payments to counterparties monitored historically and real time/on-line
  • Calculations compliant with GAAP, IAS,  ISDA, PSA and FASB- 91, 115, 133, and IAS 39
  • Accrued interest, unrealized gain/loss on income, carrying value, amortization
Automated linking, documenting, and measuring of hedge effectiveness
  • Link one too many or many to many
  • Cash flow or fair value hedges
  • Measure hedge effectiveness via dollar offset, correlation, regression or synthetic  methods
  • Document hedge
  • Compares key contractual items (short cut method)
  • Automated Pricing via Numerix Pro
Robust and compliant reporting

  • Designation, documentation, & risk management
  • Effectiveness and hedge relationship
  • Effect on earnings as a result of changes in fair value or cash flows
  • Disclosure of fair and carrying values
  • Display separately OCI the net gain or loss designated in cash flow hedges
  • Provide quantitative information about market risk
General ledger entries mapped and posted to your general ledger system
  • Mark to Market or Fair Values calculated or imported
  • Other Comprehensive Income -OCI
  • Carrying Value