November 23, 2015

COLLINE

COLLINE is a web-based solution that supports all of your regulatory and strategic collateral management needs anywhere your business operates, across all time zones. At the heart of the system is a powerful, configurable enterprise inventory manager that interfaces with your existing systems.

With this holistic understanding of the underlying assets, the system is then able to:

  • Automatically calculate exposure and balance collateral needs
  • Manage end-to-end margin call workflows
  • Reconcile margin call disputes
  • Calculate interest and produce fully configurable client statements
  • Provide consolidated information in user-defined dashboards
  • Support an array of sophisticated risk and trade analytics

Integration the system manages across products, information sources, agreement types and trading regions

Immediacythe input of any new information triggers all calculations and process runs to provide real-time control of asset flows and risk exposures

ComplianceCOLLINE is updated regularly to maintain pace with all margin call requirements, globally

Strategyfull forecasting and scenario analysis facilitates strategic planning across the business

Efficiencythe solution’s intelligent margin call workflow and fully configurable dashboards provide valuable management information, enabling timely decision-making

Full functionality, yet totally flexible.

COLLINE’s agile approach to collateral management is modular. Clients of all sizes and complexity are able to choose only the modules that are required to meet their specific business needs.

Our rapid implementation approach, flexible pricing models and broad industry expertise facilitates real competitive advantage for both buy- and sell-side organisations.

COLLINE

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Optimisation

COLLINE Optimisation maximises financial efficiency, enables review of funding costs, and automates collateral sourcing and allocation processes. The optional module is seamlessly integrated with the agreement, exposure and inventory data, enabling real-time algorithmic calculation of the most optimal available assets to be used, according to configurable and evolving priorities, and consistent with all legal and operational constraints. The user-friendly UI enables users to create bespoke optimisation rules, including flexible support for what-if scenario analysis and to proactively identify optimisation opportunities.

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COLLINE Connect

COLLINE Connect seamlessly integrates with multiple external platforms including various exchanges and clearing houses, messaging and reconciliation platforms and 3rd party service providers for advanced initial margin calculations and scenario analytics.

COLLINE is source agnostic and can interface with both internal and external data feeds in a variety of formats and can accept or deliver information on a real-time basis or according to any required schedule.

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COLLINE Calcs

COLLINE Calcs provides real-time initial and variation margin calculations for call calculation or validation of external or counterparty/broker/CCP marks. Additionally it provides pre-trade margin analytics of the potential margin impacts of trading venues, based on multiple configurable internal or industry standard calculation models and methodologies.

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STP Business Rules

The margin call workflow is supported by intelligent automation through user-configurable business rules supporting the auto-issuance of margin notifications. Customised notifications are available for bespoke client reporting. Full front-to-back STP is available through seamless integration with external service providers if required.

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Self Service

COLLINE’s Self Service Portal is an integrated web-based module which enables service providers such as custodians, clearers and fund administrators to increase collaboration with their counterparties and clients – providing immediate on-line access to portfolios, status updates, and optional client approval controls.

The portal offers control and transparency, allowing clients to provide access to their counterparties to view the key details of their accounts, collateral margin and interest requirements. Within the assigned access rights, the Self Service Portal user has the ability to log into the primary COLLINE client’s environment to view a configurable dashboard; review current activity; and approve margin events and agreements.

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Inventory Manager

COLLINE’s Inventory Manager consolidates asset positions and values across both booked and fed inventory for all margining, liquidity and funding activities. It provides a real-time holistic view over enterprise-wide asset availabilities, from all sources and across asset classes, entities, regions and desks. Users can manage and define inventory views for asset availability and asset protection purposes, or configure and filter principal or client asset inventories with forward ladder visibility up to 370 days. Position aggregation is entirely configurable allowing the user to create multiple unique representations of inventory, with full drill-down to underlying holdings.

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ETD

COLLINE supports broker and client Listed Derivatives margining across multiple global exchanges. Real-time dynamic data feeds, calculations and reporting enables clients to process ETD margin requirements with maximum efficiency across all client and account types. Rules can be defined for distinct treatments of exposures, commissions, fees and interest, eligibility terms and bespoke report configuration are provided to meet various client requirements. Connectivity provides increased STP (Straight-Through-Processing) and reduces operational risk. Flexible configuration supports segregation and regulatory requirements (30.7 – secured, sequestered, segregated, OCC, etc.).

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OTC

COLLINE OTC provides end-to-end support for all OTC documentation types.  Calculation rules are highly configurable, supporting the treatment of both VM and IM where required.  IM can be held and calculated at multiple levels and segregation rules and account types are documented, flagged and reported. Rehypothecation and tracking rules and constraints can be defined. Bilateral, multi-lateral, master netting and multi-currency agreement types are also supported as a standard. Dashboards provide transparency across daily processes. New global regulatory requirements for un-cleared derivatives are supported including CQS and ECAI parameters, initial margin netting set flexibility, eligibility criteria including concentration limits, asset class mappings, haircuts and grace period controls and monitoring. Full workflow processes for margin and substitution movements are also provided.

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Clearing

COLLINE Clearing supports clearing members, brokers and clients in the processing and real-time validation of clearing margin requirements. Calculations, cash flow components and workflows are configurable and component-based, enabling the user to define and adapt functional processes to multiple clearing house or broker/client models, including support for complex eligibilities, concentration and correlation constraints. Dashboards are provided for exposure validation and replication with full drill down functionality.

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REPO and SEC Lending

COLLINE’s Repo and Securities Borrowing and Lending module incorporates market-leading functionality that supports front-to-back margin operations for an institution’s repo and securities lending agreements, including optional mark-to-market calculation and exposure profiling.  Users can configure trade inclusion, settlement and pricing rules to accurately calculate and process margin requirements with optional STP (Straight-Through-Processing) capabilities.

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ETF

COLLINE organizes, manages and tracks creation and redemption process of ETF improving operational efficiencies.  Mark-to-market collateral requirements are calculated, and COLLINE margin workflow automatically tracks settlement of ETF shares and collateral, providing ideal real-time view of risk and exposure.

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MSFTA (TBA’s)

COLLINE provides a fully automated solution for the collateralisation of all forward-settling Agency trades, enabling firms and participants to efficiently and effectively meet market demands. Integrated reporting capabilities provides market participants the ability to meet TMPG reporting requirements and COLLINE’s flexibility affords varying levels of granularity for margining forward-settling Agency MBS trades and Agency MBS. COLLINE maintains agreement terms such as Additional Margin Amounts, MTAs, Thresholds and haircuts, and calculates collateral requirements based on these attributes. It also provides the ability to instruct same day collateral settlements as well as calculate and instruct substitutions.

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Inventory Manager COLLINE Connect COLLINE Calcs STP Business Rules Self Service Optimisation MSFTA ETD OTC Clearing REPO SEC Lending ETF