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