Module in production for more than 8 years in one of our largest international clients.

Perfect example of our outsourcing model in which we assume from our offices the developments of the collateralisation system for our international clients.

Main functions:

  • Referential based on ISIN, connection to Bloomberg for maintenance.
  • Management of counterparties associated with contracts.
  • Instruments for ADM netting: Fixed Yield, Depos, Variable Yield, Letters of Credit.
  • Management of market data for fixing and calculation of margin.
  • Control of the loading of information from portfolio management systems.
  • ETL to transform certain information to the language of the netting system.
  • Deciding regularity of calculation of new margin with each entity.
  • Deciding of rates, method of calculation and form of payment of interest.
  • Management of Derivatives and Repo activities.
  • Calculation of residual margin at specified intervals.
  • Physical generation of collateral operations.
  • Cash flow management of collateralisation.
  • Auditing of any manipulation of the database.
  • Management of system access security levels.
  • Collateralisation results management.