Risk and Collateral

  • Real-time risk for multiple asset classes
    • Configurable risk models
    • Marking to market
    • Margin computation with portfolio margining benefits
    • Risk and exposure limit checks
    • Hedge requirement computation
    • Borrowing and lending workflows
    • Portfolio analytics
  • Collateral management
    • Real-time valuation and haircuts
    • Concentration and utilization limits
    • Optimization using configurable rules
  • Simulations
    • Stress testing multi-asset portfolios
    • Reverse stress testing
    • Trade what-if analysis

Market Data

  • Real-time data feeds
    • Integration with multiple data providers
    • Consolidation capabilities
    • Permission-based dissemination
  • Theoretical pricing and statistics
    • Real-time or on-demand valuation
    • Volatility surfaces
    • Sensitivities
    • Index computation
  • Curve construction
    • Deriving interest rate curves via bootstrapping
    • Configurable interpolation and extrapolation
  • Historical data *
    • Validations and enrichments
    • Historical risk factor return simulation and volatility scaling

Clearing & Settlement

  • Trade management
    • Integration with multiple trade sources
    • Real-time trade processing
    • Configurable posting rules
    • Reconciliation
  • Position management
    • Configurable position netting rules
    • Real-time updates based on trades, settlement feedback, and transfers
    • Compliance with portability and segregation rules
  • Scheduled workflows
    • Corporate actions
    • Cash and securities settlement
    • Intra-day and end-of-day margin runs
  • User management
    • Configurable user roles and privileges
    • Participant access
    • Dual controls