Objective

To create and deploy a new end-to-end margin management and intra-day collateral management while streamlining processes for data consolidation from CSAs to margin systems and dispute scenario assessment.

CRISIL's Solution

• Created a real-time system for margin management and intra-day collateral management
• Identified and defined existing gaps in data availability, flow and other data quality issues
• Established straight data flow between CSA repository and margin systems
• Identified necessary attributes to support the dispute resolution process
• Defined and accurately applied the terms of collateral agreements
  

Client Impact

• Robust framework allowed client to meet daily obligations with streamlined settlement and recall of excess collateral to reduce exposure
• Daily portfolio reconciliation and dispute resolution support provides improved identification of term or trade discrepancies
  

Questions

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