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Legal Agreements & Collateral

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Cross Product Master Agreements

We may need to enhance ACR to have the ability to group netting agreements under 'Cross Product Master Agreements' (CPMA). Apparently such agreements exist to allow netting across different legal agreements with the same Legal Entity, e.g. across ...
Jean-Marc Schwob over 4 years ago in Adaptiv Credit Risk / Legal Agreements & Collateral 0

Internal MPOR

Ability to use a different MPOR for internal vs regulatory exposure calculations
Jean-Marc Schwob about 6 years ago in Adaptiv Credit Risk / Legal Agreements & Collateral 0

Agreement What-If

Ability to assess the potential effect of new/modified agreement data on exposures & limits
Jean-Marc Schwob about 6 years ago in Adaptiv Credit Risk / Legal Agreements & Collateral 0

Give-Up Agreements

(This work may be required to bring native ACR in line with the proposed Netting Microservice) Support for transactions that are done with counterparties that are 'given-up' to a Prime Broker. This would involve the following (at a high level, sub...
Jean-Marc Schwob over 4 years ago in Adaptiv Credit Risk / Legal Agreements & Collateral 0

ISDA Bridge Agreements

(This work may be required to bring native ACR in line with the proposed Netting Microservice) Support for ISDA Bridge Agreements: Allow agreements to be flagged as "ISDA Bridge". Within Legal Opinion property sheet, configure a list of "Products ...
Jean-Marc Schwob over 4 years ago in Adaptiv Credit Risk / Legal Agreements & Collateral 0

Collateral Items represented as Deals

It has been suggested that collateral items (currently captured as a list attribute against Collateral Agreements) should be represented as Deal objects that generate their own exposure (positive or negative). Here is a quick brainstorming of the ...
Jean-Marc Schwob over 4 years ago in Adaptiv Credit Risk / Dealing & Pre-Deal Checks / Legal Agreements & Collateral 0