1. C AARS
ollateral Aggregation & Analysis Reporting System
Components:
The Business Challenge :
• External broker margin data in non-normalized/non-standard formats
Reporting
• Broker files (mainly PDF and Excel) are transmitted as emailed attachments & Metrics
• Collateral management process is daily, time sensitive and manually intensive
• Reconciliation is difficult due to lack of common financial instrument ID’s
• Process and data fragmentation makes counterparty risk management difficult
Holdings
Reconciliation
Product Overview:
• Capture data from various external file formats and types
• Convert data to a standard usable format and load into a central repository Wire
• Match detailed broker holdings to internal records and reconcile margin Movements
• Generate reports, views and feed downstream systems
• Facilitate all aspects of associated workflow
Static Data
Product Benefits: Maintainence
• Fully exception-based processing and workflow
• Central repository for all margin data
• Ability to fully audit broker supplied margin data
File Capture
• Effectively utilize skilled resources for analysis & decision-making Dashboard
• Real-time automated processing of data
Financial
Data
Current Brokers Covered - File Mapping & Extraction Rules: Dashboard
Barclays Credit Suisse HSBC Morgan Stanley
Bank of America Deutsche Bank JP Morgan RBS
Citibank Goldman Sachs Merrill Lynch UBS Workflow
Processing
“Turn-key solution with immediate positive ROI.”
2. CAARS FEATURES:
Workflow • Automated data validation and exception identification
• Real-time intra-day process metrics to measure overall process status
• Automated reconciliation of broker data vs. internal accounting system records
• Built-in step by step process control checklists
• Email integration functionality to generate communications to brokers
Broker File Capture • Margin Statements & Valuation Statements
• Automated and manual broker file capture – ftp, http and MS Exchange
• Broker file profiles and detailed field mapping rules for PDF, Excel & MS Word types
• Automated file format validations and exceptions
• Broker specific ISDA data – thresholds, minimum transfer amounts
Position Matching & • Reconcile broker initial and variation margin to internal records
Margin Reconciliation
• Flexible financial instrument ID mapping/aliasing
• User customizable matching rules by broker and asset type
• Reconciled margin data highlights variances based on user defined tolerance limits
Reporting & Data Views • File Capture Dashboard detailing all files required and their daily status
• Financial Data Grid – portfolio/broker level detail of all margin related data
• Margin Calls, Return of Excess Requests and Margin Challenges
• Ability to search/filter/sort/group grid by various parameters
• Ability to generate data extracts in Excel or flat file format for downstream systems
Technical • Callable service to capture files from a central network directory
• Web-based application (C#) to process various files types
• Store all mapped data into a SQL Server database
• Automated capture of broker emails by sender and subject
Contact us today at caars@integri-data.com
to schedule your complimentary
demo presentation.
IntegriDATA Business & Technology Solutions, LLC 8 West 38th Street New York, NY 10018
Phone: 212.302.6200 Fax: 212.302.1916 Email: info@integri-data.com www.integri-data.com
