Aegean Collateral Manager
Web-Based end-to-end solution for maintaining bilateral collateral positions based upon the current value of these derivative positions in relation to predetermined dollar thresholds.
Maintain Counterparty Data – Capture Information about your counterparty including but not limited to:
- General counterparty information such as mnemonics, name etc.
- Maintain contact information for counterparty
- Maintain ratings for each counterparty
- Approval mechanism for counterparty rating changes
- Maintain counterparty restrictions, thresholds, valuation frequency, rounding etc. for each counterparty
Maintain Derivatives Marks
- Maintain Derivative Marks Online
- Upload/Interface marks from external sources
- Upload Derivative marks from spread sheets
Maintain Collateral Details
- Maintain valuable information such as CUSIP, Security Type, Maturity Date, Haircut etc. online
- Maintain trade information for the valuables – information includes trade date, settle date, par etc.
- Store prices for the valuables on a daily basis
- Upload valuables, trades and prices for collaterals from external systems
Collateral Position Calculator
- Calculate collateral position by counterparty daily and on-demand
- Calculate aggregate deal counts, notional and current marks by counterparty
- Compare with the counterparty thresholds and determine exposure, today’s activity and margin required using minimum transfer and rounding information by counterparty
- Capture actual settlement amount and any additional comments to note differences.
Reports and Query facilities
- Numerous canned reports and on-demand queries
- Create call letters
- Show mark comparisons
- 100% web based, secure, build on open-source platform
- Support for most commonly used database platform
- Hosted or local deployment available