Collateral Concentration Risk Analysis

The 4sight Collateral Management solution provides a 'snapshot', on-demand of the breakdown of any concentration breaches. This allows you to run a check on the concentration of collateral as new pledges and receipts are created.

Flexible concentration schedules allow you to define and customise the rules to use when executing a concentration limits analysis in the collateral management system.

Below are some examples of concentration criteria available in the 4sight collateral management solution. It is possible to easily add new criteria on demand upon client request:

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The concentration analysis will verify that the new collateral bookings satisfy that client's concentration limits criteria and do not breach any of the limits within the schedule.

Collateral Concentration Analysis Features

  • Create real-time 'What-if?' concentration scenarios and simulate the effects of new collateral on your collateral pool prior to accepting real collateral movements.
  • Establish cash, equity, bond and hybrid concentration schedules on a wide range of instrument or cash criteria at the borrower, fund, group or company level.
  • Set up schedules to specifically monitor collateral concentration.
  • Monitor by absolute or % gross concentration, individual asset concentration, 'Free Float' Shares in Issue and Average Traded Volume (ATV).

Further Information

Collateral concentration explained

Read about measuring collateral concentration risk

For further information on the 4sight Collateral Management system or a product demonstration please Contact Us

Read about the latest developments in Collateral Management technology here.

Read about the ROI on Collateral Optimisation Techniques

Download a 4sight Collateral Optimisation Whitepaper

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