Solutions

Trade and Position Management

• Capture Bilateral/Cleared swaps and Listed(Futures/Options) derivative trades
• Multiple trade data format support – FpML, FiXML and CSV
• Trade Reporting to multiple repositories – DTCC and CME SDR
• Real-time Position Calculation
• Position Valuation using externally sourced process for held instruments

Reference Data Management

• Swap Product Expertise – IRS,CDS,Equity,FX
• Listed Derivatives Support – Futures and Options
• Currency Support – All major currencies
• MarkIt Integration for all CDS RED Details
• LEI Integration with GMEI Utility
• Yield Curve Configuration
• Holiday Calendar Configuration

Cash Management

• Calculate Accruals, Variation Margin, Price Aligned Interest(PAI) and Net Cash Settlement Amounts
• Perform Cashflow Projections for Bilateral/Cleared swap positions
• Integration with external calculation engines – Excel/MATLAB

Market Data Management

• Capture derivative prices from external sources including CCP/brokers
• Bloomberg web service API Integration

Reconciliation Management

• End of Day Trade/Position/Cash data capture from CCP and/or broker for reconciliation

Margin Management

• Initial Margin(IM) calculation framework for both Cleared and Bilateral swaps
• What-If and Real-time IM calculations at both Position and Portfolio level
• Real-time Integration with CME Margin Services API