Integration of a real-time margin management and intra-day collateral management system for a large US based Multinational Bank

Client: A large US-based multinational bank

 

Objective

 

  • To set up an end-to-end margin management and dispute resolution process
  • To smoothen the process of data consolidation from CSAs to margin systems and dispute scenario assessment

 

CRISIL's solution

 

  • Setting up of a real-time margin management and intra-day collateral management
  • Focused on identifying and defining the existing gaps in data availability, flow and other data quality issues
  • Set up straight data flow between CSA repository and margin systems
  • Identified necessary attributes to support the dispute resolution process
  • Define and accurately apply the terms of collateral agreements

 

Client impact

 

  • Set up a robust framework to meet daily obligations with streamlined settlement and recall of excess collateral to reduce exposure
  • Identified term or trade discrepancies with daily portfolio reconciliation and dispute resolution support 

Request for services

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Questions



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