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DMO
(Derivatives Management Online) |
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DMO is an integrated derivatives
management solution with various features to assist
derivatives management, including market early-warning
signaling, portfolio management, security valuation,
risk management and simulation tools |
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Features
and Advantages |
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DMO is fined-tuned to suit
with the characteristics of the Korean domestic
derivatives market |
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DMO enables the effective
development of a derivatives management system by
providing standardized derivatives pricing modules
for various derivative types, and thus reduces the
risks and costs of in-house development for the
clients |
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Valuation
Data |
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View the valuated prices and
yields for individual securities |
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Benchmark yield matrix table |
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Yield curves classified by
market sector and credit rating |
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Spread gap analysis for credit
bonds and benchmark risk-free bonds |
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Advanced security search engine
to find the right security for the client¡¯s investment
strategy |
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Bond
Indices & My Index |
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Various bond indices updated
daily based on KBP¡¯s bond valuation data |
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Money Market Index provided
to monitor the money market conditions |
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Customized index generation
to support the client¡¯s specific needs |
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Bond
Analytics |
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Bond calculators and option
value calculators |
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View economic releases and
surveys |
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Interest rate tree generation
models (Black-Derman-Toy Model) |
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View benchmark rates for the
CD and CP market |
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Market transaction volume
analysis |
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Market
Information and Financial Statements |
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Various bond indices updated
daily based on KBP¡¯s bond valuation data |
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View the market transaction
data of bonds classified by maturity and market
sector |
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Monitor the changes in the
net amount issued of an individual company or a
conglomerate group |
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View the credit ratings of
bonds and CP issued by a company |
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