Work with us Contact Log in IS IN FR HOME COMPANY PRODUCTS SERVICES CUSTOMERS SOCIAL WORK TREASURY CVA BASEL III INVESTMENT SERVICES (ESI) PENSION FUNDS ALM (ETL) COLLATERIZATION RISKS PRICES SUITE FIT: COLLATERIZATION Complete collateral management. Module in production for more than 8 years in one of our largest international clients. Perfect example of our outsourcing services model where we assume from our offices the development of the collateralization system for our international clients. MAIN FUNCTIONALITIES: Reference based on ISIN, connection to Bloomberg for maintenance. Management of counterparties associated with contracts. Instruments for netting ADM: Fixed R., Depos, Variable R., Letters of Credit. Market data management for fixing and margin calculation. Control of information loading from portfolio management systems. ETL to transform certain information into the language of the netting system. Definition of the periodicity for calculating the new margin with each entity. Definition of the types, calculation methods and forms of interest payment. Management of Derivatives and Repo activities. Calculation of the residual margin by defined frequency. Physical generation of collateral operations. Management of the treasury of the collateralization activity. Audit of any manipulation in the database. Management of the security levels of access to the system. Management of the results of collateralization activity. MADRID GLORIETA PUENTE DE SEGOVIA 3, PRIMERA PLANTA 28011 MADRID (ESPAÑA) TLFO: +34 913 48 52 43 OÑATE C\ OBISPO OTADUY 25 20560 OÑATI, GIPUZKOA (ESPAÑA) TLFO: +34 943 71 20 99 VALENCIA SAN VICENTE MÁRTIR 85, 3°, 7 46007 VALENCIA (ESPAÑA) TLFO: +34 963 81 68 87 info@almis.com (c) ALMIS Informatica Financiera SL Legal notice | Data protection | Cookies policy All rights reserved. - dinamiq development