Collateral management has traditionally been managed in product silos – meaning one product, one margin system
Lombard Risk COLLINE provides firms with a powerful cross-product collateral management system. The recently enhanced repo and securities borrowing and lending module incorporates market-leading functionality that supports front-to-back margin operations for all your REPO and SEC LENDING agreements.
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SOME of the functionality being offered within the COLLINE Repo and Securities and Lending module includes:
- Real-time trade valuation: full repo and sec lending trade valuations including all cash and coupon accruals and adjustments – daily and intra-day
- Pricing: store multiple prices from multiple sources. User-configurable pricing rules
- Exposure profiling: forecast exposure calculations at agreement level and adjust margin call as required
- Trade eligibilities: optional fails and prepay inclusions
- Tailored user interface and reporting: specific to repo and sec lending products
- Consolidated inventory management
- Configurable repo and sec lending workflow: support multiple margin workflows within a master agreement
- Pricing control and validation: including missing, stale, variance and zero prices
- Fees, rebates and billing
- Repricing/remarking workflows
Firms are increasingly looking to consolidate their margin views and exposure management processes on to a single platform because:
- The volume of collateralised trades is increasing to minimise risk post financial crisis
- Regulations are making managing collateralised trades more difficult with ‘home-grown’, spreadsheet solutions i.e. coping with CCP, clearing, resolution dispute management … and more.
Together with existing functionality across other financial products, COLLINE now provides a single platform for global cross-product collateral management. The benefit of a single platform to manage collateral is clear:
- Process efficiency
- Consolidated statements and reports
- Consolidated inventory management
- Cross-product collateral optimisation and allocation
- Single system support