Regulatory Capital Reporting
Softek calculates regulatory capital requirements for FINRA, IIROC and FSA and House policies firm wide.
Client and Portfolio Margin Calculation
Softek provides Broker/Dealer and Prime support for all customer facing margin calculations. Our rules-based service also allows for any custom” house” policies as well as any risk based portfolio calculations.
Cross Asset Margining
Our CAS Service provides an addition level of support for the following areas:
- ETF decomposition and netting versus the underlying ETF to determine the ideal capital required for the remaining residual positions
- Support for proper capitalization, proper hedging, and correct ratios of all stocks within a basket
- Support for Convertible Strategies as well as support for offsetting Treasury, Swap, and BA positions
Softek Real Time Credit Monitoring / High Frequency Trading Support
- Monitor global market positions for Net Market Value in Real Ttime
- Monitor Capital And Leverage exposure in Real Time
- Set alerts to be warned when users are nearing their limits,
- Filter orders through multiple criteria and prevent execution-related risk.
Collateral Haircut Computation
Softek can help users comply with the Agent Lending Disclosure Initiative. Our service reads DTCC Cash and Non Cash files as well as user provided borrow/loan data (Internal Files) from systems such as LOANET, Global 1, and proprietary systems We can help users calculate 15c3-3 stock loan and 15c3-1 borrow/loan charges.
- Import a user supplied market price file to price Unpriced Agent loans and collateral securities
- Generate a detailed charge report by counter party within agent (or across agents at user's discretion)
- Generate summary reports for 15c3-3 stock loan and 15c3-1 borrow/loan charges