CENTRALISE AND MANAGE YOUR CLEARING EXPOSURE
Clearing members have to face risk of default of their end clients, as well as to anticipate their next daily margin call.
RMS (Risk Management System) enables an instant monitoring of “on-exchange” risk exposure at all levels.
SLIB RMS is an innovative solution that addresses these issues at several levels. It enables you to monitor and consolidate the intraday risks of your end clients through the use of a chosen methodology (V@R, CCP algorithm or your own risk engine).
Global exposure computation runs up to every 5mn, and a Real-Time Control component can re-assess the risk exposure between 2 calculations, in less than 1 second.
SLIB RMS covers the full margin process across markets with your end clients, from consolidated margin call requirement computation to margin call notice and accounting movements generation.
Our solutions for clearers
TO WHOM ?
• Clearing Members (ICM) for their own exposure
• General Clearing Members (GCM) to better control, anticipate and cover their end customer exposure
WHAT WE BRING ?
- Reduce operational risks and costs with a seamless margin call process
- Build your portfolios and aggregation levels
- Monitor your exposure in real time, set up your limits and receive alerts immediately
- Dive in client’s exposure detail
- Real time reporting
- Open architecture (Integrate your own algorithms)
- Ensure compliance, security and availability
SMARTLY OPERATE YOUR CLEARING BUSINESS AND MONITOR YOUR EXPOSURE
RMS platform gives you full flexibility to operate your transaction flow, manage risk portfolios, and control your exposure.
- Connectivity with 13 Clearing houses
- Close to real time market execution capture
- Flexible portfolio aggregation and computation (more than 1000 portfolio managed
- More than 10 millions positions re-evaluated daily
- Access to key risk margining methodologies
- Open architecture with CCPs risk methodology, Clarus risk, or clients’ own data
- Intra-day and end-of day margining
- Access to real time prices
- Flexible reporting and alerting
- Collateral postings
- Reconciliation
KEY FIGURES
-
10 M
positions daily re-evaluated
-
13 Clearing houses
covered
-
1K+
portfolios managed
