System Highlights
Trade Management Interfaces Real-Time Browsers Position Management Accounting MBS Processing Derivatives Reference Data Management On-Demand Reports Batch Reports

Trade Management

Finance

  • Multiple Legal Vehicles
  • Multiple Inventory Segments - dealer, investment, customer, etc.
  • Trading Groups, Desks and Portfolio Hierarchy
  • Portfolio Designation - ownership, hedge, investment, financing and matched book
  • Muti-collateral
  • Finance Workstation
  • Finance Substitution Workstation
  • Bulk Rate Resets by security or counterparty
  • Bulk closings of open trades
  • Enhanced "To Be Financed"
  • Interest Cleanup & re-pricing
  • Updates
    • Substitution
    • Partial Close
    • Rate Close
    • Bulk Close
    • Bulk Reprice
    • Bulk Rate Reset

Ownership

Product Asset Classes

  • Government and Agency Securities
  • Multi-Currency
  • Money Market Instruments
  • Mortgage Backed Securities
  • Corporate Bonds
  • Municipal Bonds
  • Asset Backed Securities
  • When Issued Trading
  • Exchange-traded Futures

Operations

  • Comprehensive Carry Calculations
  • Matched Book Analysis
  • Gap Analysis Reporting
  • Counterparty Exposure and Margin Maintenance
  • Finance Substitution Workstation
  • TBA Allocation Workstation
  • Settlement Pair-off Projections
  • Repo Netting
  • Rate Reasonability
  • Collateral Projections
  • External Links Live Monitor
  • Deliverables Browser
  • G/L Sub-ledger
  • Agency Lending and Disclosure of Principal Reporting

Receive & Deliver

  • Support for Operations Contract
  • Support for Manual Clearance Update of Deliverables
  • Support for Partial Deliveries
  • Support for Automated Interfaces to various depositories
  • Intra-Day Reconciliation Reports

Interfaces

The following external system interfaces are supported (via TCP/IP, MQ, FTP):

  • Clearing Bank - Securities Settlement System & Money Wire system
  • Pricing Sources (Bloomberg, IDC)
  • Front-End Trading Systems
  • Downstream System Feeds (accounting, risk)
  • Confirm Services
  • DTCC
  • DTC ID (Omgeo TradeSuite), DTC
  • FICC: GSCC and MBSD functionality; CCP
  • ALDOP (Agency Lending Disclosure of Principal)
  • EMBS
  • MBSD
  • BONY Fed Wire
  • EPN
  • CCP
  • Intacct

Real-Time Browsers

Contract/Deliverables

  • Finance Contracts Browser
  • Finance Deliverables Browser
  • Finance Updates Browser
  • Ownership Contracts Browser
  • MBS TBA Contracts Browser
  • Total Return Swap Browser
  • Deal Contract Browser
  • Operations Contracts Browser
  • Deliverables Browser
  • Funding Contracts Browser
  • Upcoming Interest Cleanups
  • Finance Done Rates
  • Finance Rate Trend
  • Confirm Status Inquiry

Events

  • Events Blotter (Trades)
  • Events Browser
  • Events Blotter (Misc)

Activity/Journal Entries

  • Activity Browser
  • Journal Entries Browser

Positions

  • Available Collateral
  • Collateral Management
  • To Be Financed
  • To Be Funded
  • Collateral Recap
  • Collateral Chart
  • Positions/PNL(Immediates)
  • Positions/PNL(Futures/Options)
  • Positions/PNL(MMI/Corp)
  • MBS Positions Management
  • MBS Positions Summary
  • MBS Positions Detail
  • Inventory Browser
  • Position Browser

Reference Data

  • Search Accounts
  • Search Securities
  • Reval Prices
  • Collateral Haircuts
  • Employee Browser

Position Management

  • To Be Financed
  • To Be Funded
  • Collateral Management
  • Collateral Recap
  • Positions/PNL(Immediates)
  • Positions/PNL(Futures/Options)
  • Positions/PNL(MMI/Corp)
  • MBS Positions Management

Accounting

  • Real-time Sub-ledger
  • Trade Data Accounting
  • Investment Accounting
  • Interfaces to most major Accounting Systems

MBS Processing

  • Affirm / Un-affirm
  • Allocations
  • Auto-turn Capability
  • eMBS Integration (additional 3rd party charge): CPR, WAC, WAM, WALA, GEO, etc.
  • EPN Integration
  • Look Forward 1, 2, 3 months
  • Give Ups
  • GNMA Platinum support
  • Place on "Hold" owned positions, Pools, TFT, Stips, SBO, etc.
  • Lot Correction Workstation
  • MBSD Central Counterparty Processing
  • Open Stacks
  • Pair Offs
  • Security creates for CMOs, When-Issued ARMs
  • TBA Allocation Workstation
  • TMPG Fail Charge Reporting
  • TMPG MSFTA Exposure (forward-settling trades, TBA securities)
  • Turn-Arounds

Derivatives

  • Total Return Swap
  • Futures and Options

Reference Data Management

  • Security Master Database
  • Security Pricing Files
  • Haircut Matrix
  • Funding and Finance Curves
  • Carry Reference Pricing
  • Volatility and Correlation Data

On-Demand Reports

Credit/Assets

  • Finance Repricing Exposure
  • Credit Concentration
  • Credit Usage
  • Organization Assets

Finance

  • Finance Rate Reasonability
  • Reverse/Repo Netting
  • Collateral Projections
  • Finance Positions By IntraCompany
  • Market Risk

Ownership

  • Ownership Positions

P & L

  • Carry Earnings

Market Risk

  • Cost-To-Close
  • Market Risk Analyzer
  • End Date Asset Gaps
  • Finance Gaps
  • MatchBook Gaps And Risk
  • Tenor Gaps
  • Average Tenors

Operations

  • Potential Pairoffs
  • Deliverables Report
  • Clearance Activity
  • Settled Payment Activity
  • Sub-Ledger Balances
  • Sub-Ledger Trial Balances

Batch Reports

  • ALDOP (Agency Lending Disclosure of Principal)
  • Finance Blotter
  • Finance Rate Reasonability
  • Carry
  • Finance Broker Fees
  • Cost to Close
  • Market Risk
  • DV’01 Risk
  • Credit Use
  • Ownership Exposure
  • Profit and Loss Pay down
  • Net Ownership
  • Fails
  • GL, Bloomberg, Stack and Inventory Reconciliations
  • Upcoming Settlements, Coupons, PNI, etc.
  • Receive and Deliver Blotter
  • Finance Open Contracts
  • Net Capital (Repo)
  • State Registrations
  • Stock Record

Reports can also be delivered as data files for external data warehouses, spreadsheets, and in-house reporting.

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