Context of use of Cube Platform
An Investment Bank who provides broker services primarly to institutional clients on ETD instruments needs to manage all the second-level Risk Management processes

Company functions involved
Listed Derivatives (ETD) Desk, Risk Manager, Credit Office

Through the Front-office module you can

  • Monitor on RT basis all the portfolio in Margin Call
  • Make the margins pre-trade check
  • Monitor on RT basis all the portfolio values (qty, PL, exposure)
  • Simulate any effect of virtual positions on current portfolios
  • Help the customer to reduce any type of risk (Delta, Gamma, Vega, Value at Risk)
  • Help the customer to reduce the required margins
  • Manage the entire life-cicle of the orders, from its generation to their fill
  • Send/receive orders to/from any brokers automatically via FIX (EMSX, TSOX)

Through Risk Management module you can

  • Monitor on RT basis the post-trade operational limits set by the bank
  • Monitor on RT basis the post-trade Value at Risk
  • Calculate the portfolio Value at Risk with various models (Parametric, Historical Simulations and their sub-versions)
  • Test the VaR model used through Back Test process and validation
  • Make Scenario Analysis
  • Make Stress Test Analysis