CROSS ASSET TOOLS
CONNECTIVITY TRACK: NAPSTER for CONNECTIVITY
- Connection to CCP's, Affirmation vendors,SEF's/DCM
- Onboarding processs mapping
- Static and dynamic data mapping design
- Scalable framework to add other exchanges
SEF TRACK ( TECH AGGREGATION LAYER)
- TECH grid to SEF's - RFQ & CLOB Model
- Limit functional framework and Adpator design
LIMIT TRACK: Limit management framework by:
- By Notional, IM, DV01, CR01
- By Funds, Allocations, Product type, Region, Accounts, etc.
MARGIN TRACK: Margin management across:
- Central clearing counterparties ( CCP), FCM
- What if capability
COLLATERAL TRACK ( In Progress): Details to follow