Collateral Concentration Risk Analysis
The 4sight Xpose 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:
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
For further information on the 4sight Xpose 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 the 4sight Collateral Optimisation Whitepaper
