Treasury and middle office

Over the long term portfolios need analysis and maintenance to avoid a cost drag. The underlying cost drivers can be seen using Cassini services. We give you new tools to explore and enhance your portfolio to reduce costs.

treasury & Middle Office challenges and related services

CAPITAL REDUCTION

Portfolios build up many individual trades which attract a capital charge based on gross notional. Portfolios also develop a risk profile which drives up IM and underlying costs. Managing a portfolio in the long term means knowing answers to questions such as:

  • How can I reduce the gross notional of my
    cleared portfolio?
  • In what way are the strategies, desks and
    portfolios driving IM?
  • How can I move eligible trades into clearing
    and reduce IM?
  • What are the underlying cost drivers for the
    portfolio?

carry COST of portfolio

The front office are driven by portfolio goals for return on investment. Do they always take into account the indirect costs of their decisions? You need the tools to understand and allocate costs back to the front office to give them a true economic picture of their activity.

  • How is IM changing over time?
  • How can IM cost be allocated back to an entity / portfolio / strategy or trade?
  • Do I need to wait until the end of the day to get results? (Real - time and on - demand with Cassini)
  • What margin limits have been consumed?

Reflect Margin Cost in P/L

Individual trade decisions taken on a day-to-day basis can undermine portfolio returns. In the long term you need the tools to understand your portfolio behaviour.


Do you know:

  • How your portfolio will consume margin
    over its lifetime?
  • What options there are to compress your cleared portfolio and reduce capital?
  • Which trades could be moved into
    clearing to reduce IM?
  • How margin costs are attributed to
    strategies, portfolios and funds?

See our software in action

See our software in action. Ask for a demo and we can explain how to get going with the Cassini services.

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