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.

Functional Capabilities

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
Technical Capabilities
  • 100% web based, secure, build on open-source platform
  • Support for most commonly used database platform
  • Hosted or local deployment available