Lombard Risk

A state-of-the-art, web-based solution designed by experienced business practioners for end-to-end, cross-product (OTC derivatives, Repos and Securities Lending) collateral management

Providing a consolidated solution for mitigating credit risk while satisfying the growing demand for multiple global entities, cross-product margining, Central Counterparty Clearing (CCP), optimisation, master netting, MIS reporting and electronic messaging

A scalable, state-of-the-art, web-based solution with outstanding reporting and workflow – for firms to achieve regulatory compliance at branch and/or head office level – with global coverage

Supporting global regulators’ key supervisory computations and reporting

Liquidity and capital stress testing and scenario analysis to meet risk management requirements and the growing regulatory demands for timely and reliable information

Currently in use at many financial institutions in UK to meet the FSA’s 2010 liquidity regime

Designed to meet the regulators’ demands as defined in the “Title VII of the Dodd-Frank Act: WALL STREET TRANSPARENCY AND ACCOUNTABILITY – Regulation of Over-the-Counter Swaps Markets”

A generic solution for real-time regulatory reporting needs

Flexible and easy-to-use module for reporting across the Lombard Risk product range AND with external sources

Provides valuable business intelligence by combining risk and regulatory information in reports or on-screen dashboards, enabling well-informed business decisions to be made with confidence

Financial instruments valuation

Yield curve construction in multiple currencies and valuation of derivitives and cash products

A fully integrated, web-based solution suite addressing key risk and regulatory issues impacting global financial services:

Collateral management | Regulatory compliance | Liquidity stress testing and analysis | Dodd-Frank Act reporting | Management information | Trade capture, valuation and risk management