1. Kapital –Valuations –P&L and Positions calculations –Comprehensive risk management tools –Trade capture –Transaction management –Portfolio management –Middle Office controls –Prime Record functionality –Straight through processing to downstream accounting and settlement management systems. v A front and middle office object oriented risk management application for interest rate derivatives and cross-asset exotics businesses. v Functionality includes:Products: v Technology: –Pure Object Oriented solution –Distributed Smalltalk for parallel processing across multiple CPUs. –Multiple delivery platforms: Citrix, Java-based thin client (Vizz) –Vanilla Derivatives: swaps, caps/floors, swaptions –Interest Rates Exotics –Hybrid Exotics: equity linked, long dated FX options and FX linked exotics, bond index derivatives,...

2. A high-level view of Kapital... Kapital Exotics (Interest Rate, FX & Equity) Primary ProductsHedging Products Long-Dated FX Swap Derivatives Swaps Bond Options Interest Rate Swaps Bonds Credit Exposure Calculation Trade Management P/L Calculation Pricing Position Calculation Mark-To-Market Trade Capture Position Analysis P/L Analysis Risk Management (scenario / stress test) Financial Analysis Funding Exotic Desk Traders Market making in Exotic products Hedging in other Swaps and Swap Derivatives products Prepayment Desk Traders Market Making in Prepayment Derivatives products Hedging in Swaps and Swap Derivatives products Risk Managers Position analysis Scenrios generation Stress testing (risk mgt) FI Financials Independent Pricing Financial analysis Scenario generation Credit Applications New and cancelled trades Processing & Accounting Applications New and cancelled trades Daily Refixes M-T-M Cashflow Market Risk Applications DE@R numbers Derivative Desk Trader FI Middle Office P/L analysis Position analysis P/l Calculation Position calculation Market making in Derivative products Hedging in other Swaps and underlying interest rate products

3. Kapital Parallel Compute Service