Collateral Management

The Torstone Platform models the terms of a CSA, then uses these terms — together with existing positions and cash data — to calculate collateral calls and to warn you when a call is expected. At any time, you can generate a collateral calculation statement that can then be sent to the counterparty to make a call.

Features

  • Agreement Management
  • Consolidated Exposure Processing
  • Multi-currency Collateral Handling
  • Daily Margin Management
  • Interest/Accrual Distribution

Benefits

  • Consolidated view of exposures across business lines and agreements
  • STP to Settlements for real-time view of collateral and exposures
  • Full audit trail of workflow and annotations