PREFIS

Dealing and Position Monitoring

When you are monitoring risk and performance, you need accurate, comprehensive information in real time. You need to be able to see the total bank exposure of a portfolio or position, across many different types of instruments, including hedges, collateral and netting agreements. To do this, integration of instruments types is crucial, it allows you to consolidate asset classes, instead of simply viewing exposure for one type of instrument. Wallstreet Suite offers a multi-instrument solution that allows monitoring of risk and performance for money market, fixed income and FX instruments, derivatives and equities.

• Real-time update on positions, risk and P&L
• Extensive instrument coverage: foreign exchange, money market, fixed income, equities plus a wide range of derivative trading instruments
• Global trading 24/7
• Market information management with real-time mark-to-market
• Performance measurement, importing index values, automatically creating benchmark portfolios and calculating time-weighted return
• Price quote calculations for any currency pair, zero-coupon yield curves, FX options and FX hedging strategies
• Customizable detailed reporting

Integrated Real-time Risk Analysis

Banks are increasingly required to integrate market and credit risk calculations, as regulators demand that institutions hold capital for both. In order to manage market and credit risk and asset and liability management, it is necessary to consolidate different types of risk: market risk, credit risk, global credit limit management, collateral management and operational risk.

• Real-time Value-at-Risk
• Simulating FX volatilities and IR movements
• Extensive "what-if" analysis and simulation capability
• Setting up and managing automated processes, from calculating fund management fees and delivery dates for cheapest-to-deliver instruments, to rolling over FX positions and generating closing-the-books reports
• Advanced limit management including limits for FX, IR and Equity market risks, stop-losses, credit risk and settlement risk enabling customizable reports

Operational Control

To remain efficient, back office activities must keep up with the place of change. They need to be centralized and streamlined, with a minimum number of interventions from different people. An integrated STP system eliminates the need for manual data re-entry for money transfers and other operations, because all future cashflows resulting from the transactions are generated at the trade entry – including the correct bank account information for each payment. Using an integrated system also reduces the time period between receiving revenues in a bank account and investing funds. And since bank account balances can be obtained continuously, in real-time, funds can also be invested immediately: the same system used to obtain the bank account balances is used to invest the funds.

Wallstreet Suite solution offers a fully integrated back office process, from confirmation through settlement and accounting. It gives you the automation and workflow model you need to eliminate mistakes and substantially reduce routine tasks and manual input.

• Verifying and confirming transactions via SWIFT, email or fax
• Providing information on the delivery routes of transacted securities
• Automatically creating instructions to custodians
• Managing cash transfers, releasing payments and creating payment messages
• Liquidity management
• Fixing forwards, futures and floating-rate instruments
• Daily and closing accounting tasks
• Support for hedge accounting