The cutting edge and cost-effective platform that covers the core needs to manage client and security reference data and prices, positions, orders, transactions and risks and to achieve GIPS® compliance.
Processes optimized to cover the context of Asset Management under MIFID and FINMA, UCITS to AIFF regulations; External Asset Managers; Family Offices; Commodity trading companies, Banks offering derivatives trading to individual and institutional accounts. Full integration of OMS (with FIX) PMS and Risk functions. Integrated analytics on listed derivatives and autonomous calculation of Greeks, VaR, margin requirements (using clearing houses’ native algorithms).
Client onboarding, with full linking between risk profiles, portfolio management mandate and pre-trade compliance checks. Powerful rebalancing functionality via Model Portfolio.
Cube Pre-Trade is a software application for brokers and investment banks that need to perform real time margin requirement calculations and risk management of portfolios of listed derivatives.
- End-of-Day or real-time margin calculation and management can be performed on most world markets by using the respective Clearing Houses’ native algorithms.
- VaR calculation is performed with three standard methodologies (Parametric, Historical Simulation and Monte Carlo Simulation) and is used to handle the risk of listed instruments in each asset class (shares, bonds, options, futures, funds, warrants) and on some categories of OTC instruments (plain vanilla IRS).
DERIVATIVES WEB TOOL
Derivatives Web Tools is the ideal addition to an online trading platform or a derivatives exchange, this information tool was developed on our core libraries of margin algorithms. It can be used as a public learning platform for derivatives exchanges.
It can function as platform for the public or just market members to verify margin requirements on portfolios of listed derivatives, or to simulate initial margin requirements on single positions or multi leg derivatives strategies. In both use cases users can create online portfolios which can be evaluated (P/L, Greeks, margins) either in real-time or EOD. Derivatives Web Tool uses the same native algorithms used by the exchange, thus guaranteeing a high degree of accuracy. To see an example of the Derivatives Web Tool in use please go to Borsa Italiana – IDEM Option Tool