Recent market events and financial volatility have led regulators to call for greater transparency and risk mitigation. Collateral management had already risen to the top of the agenda following the crisis and now, with Dodd-Frank / EMIR and the introduction of CCPs, new margin management practices have been added to the requirements.

Banks and investment managers need to make fast decisions on whether to trade and what level of collateral is required. With the value of assets changing quickly it’s become an imperative to assess the level of the collateral required and track valuations on a real-time basis. No longer can organisations do this on a weekly or monthly basis.

With the introduction of CCPs, market participants will need to be able to handle more complex margin requirements with initial margin amounts and methods of calculating varying by CCP.  A flexible system that has been designed with this foresight is essential.

The Summit FT Collateral Management and Margining solution provides a fully integrated, 'one-stop-shop' for the real-time analysis, assessment and control of exposure and net position across OTC derivatives, exchange traded derivatives for bi-lateral trades as well as cleared trades in one solution.   The module has been extended to include real-time margin call management for futures and listed options. We include extensive valuation options to ensure you know exactly the level of collateral required.

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