TBA Margin/Credit Risk

TBA and forward MBS transactions margin and credit risk

  • Real-time exposure and credit risk monitoring of TBA and forward MBS transactions
  • Exposure measurements reported at the company and counterparty level (counterparty level separated by customers and dealers).
  • Email alert distribution when limit violations occur.
  • Email of margin requests to customers with supporting trade details and exposure measurements.
  • Company exposure and credit risk measurements
  • Counterparty detail of exposure measurements and credit risk