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EMIR Technical Challenges Luxembourg, 20 th November 2014
Market Research Findings Over 100 organisations found difficulties with... Central Repository Valuation Tools Margining Tools TR Reporting Maintenance Concern over the Cost of Collateral 2
Central Repository All your derivatives in one Data Warehouse Component-based approach Internal Reporting 3
Valuation Tools Lack of readily-available derivative pricing tools Pricing reconciliation 4
Margining Tool Tools not adequate to the increase of margining frequency Calculation of initial margin and variation margin Increasingly time consuming task 5
TR Reporting Maintenance Cost of managing the reporting schema evolution Regulatory reports uncertainty 6
Concerns on Cost of Collateral 7 Cost of not selecting the most efficient collateral to pledge Higher transactional cost
Target IT Architecture 8 INPUT SOURCES Securities Pledged Securities Inventory Static Data Trades Exposures Central Repository OPTIMISATION ENGINE Pledge suggestions & End-of-day reallocation BUSINESS LOGIC/RULES CSA, Concentration MTA, CTD Optimisation algorithms Substitution PRE-DEAL CHECK Liquidity Sufficiency Pre-trade margining MARGINING Dashboards Margin Call Notices Initial/Variation Margin Portfolio Reconciliation Substitution Front End Margin Calls Worry-free serviced architecture VALUATION Independent Valuation Margin Replication TRADE REPOSITORY Up-to-date reporting schema
Questions & Answers For any enquiry please contact David Cassonnet at or via Domenico Buonamico at or via to More information on Nobusoft and on Collateral Suite can be found at More information on Quartet FS and on Active Pivot can be found at 9
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