Repos and Sec Lending

Collateral management has traditionally been managed in product silos – meaning one product, one margin system

Lombard Risk COLLINE provides firms with a powerful cross-product collateral management system.  The recently enhanced repo and securities borrowing and lending module  incorporates market-leading functionality that supports front-to-back margin operations for all your REPO and SEC LENDING agreements.

Contact us for more information on COLLINE collateral management and related issues >>>

Download a pdf version of the Repos and Securities Borrowing and Lending solution sheet >>>

SOME of the functionality being offered within the COLLINE Repo and Securities and Lending module includes:

  • Real-time trade valuation: full repo and sec lending trade valuations including all cash and coupon accruals and adjustments – daily and intra-day
  • Pricing: store multiple prices from multiple sources.  User-configurable pricing rules
  • Exposure profiling: forecast exposure calculations at agreement level and adjust margin call as required
  • Trade eligibilities: optional fails and prepay inclusions
  • Tailored user interface and reporting: specific to repo and sec lending products
  • Consolidated inventory management
  • Configurable repo and sec lending workflow: support multiple margin workflows within a master agreement
  • Pricing control and validation: including missing, stale, variance and zero prices
  • Fees, rebates and billing
  • Repricing/remarking workflows

Firms are increasingly looking to consolidate their margin views and exposure management processes on to a single platform because:

  • The volume of collateralised trades is increasing to minimise risk post financial crisis
  • Regulations are making managing collateralised trades more difficult with ‘home-grown’, spreadsheet solutions i.e. coping with CCP, clearing, resolution dispute management … and more.

Together with existing functionality across other financial products, COLLINE now provides a single platform for global cross-product collateral management.  The benefit of a single platform to manage collateral is clear:

  • Process efficiency
  • Consolidated statements and reports
  • Consolidated inventory management
  • Cross-product collateral optimisation and allocation
  • Single system support

Download a summary of the 1st in the series of collateral management ONLINE business briefings on repo and securities lending that took place on Tuesday 17th July >>>

Download a summary of the 2nd in the series of collateral management ONLINE business briefings on optimisation that took place on 1st August >>>