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