GEOS
Derivatives
... STP at your
fingertips
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Time-to-market with GEOS Derivatives
GEOS Derivatives encompasses the processing of standardised derivative products within the framework of exchange-trading, trading over the counter or settlement and clearing. These products can correspond to securities, indices, derivatives, currencies, interest rates and commodities.
The processing of derivatives transactions follows the same lines as general order management (GEOS Order Management). Besides open/close orders, the following types of transaction are available:
- Give up
- Take up
- Exercise
- Assignment
- Notification bond future
- Position transfer
- Expiration of options
GEOS Derivatives also features margin modules for calculating the following margins:
- Variation margin
Calculation of value changes and their automatic posting
- Initial margin
Calculation of risk changes based on the following methods:
- calculation module with user-defined parameters
- OMS risk-based module
- EUREX risk-based module
- Collateral management
Assessment of collateral, comparison against current margins and dispatch of this comparison as SWIFT-Collateral-Messages including a margin call in the case of insufficient cover.
GEOS Derivatives and STP
All transactions can be performed both upon entry in the system as well as via interface integration and thus "straight through".
Other features
- Linking of derivatives with exchanges, listings, prices and underlying instruments
- Management of security and derivative positions in one securities account
- Real Covered Call Writing
- Generation of executions or delivery instructions for derivatives and underlying instruments
- Adjusted derivatives
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 GEOS Order Management
Rapid order entry for consultants, fully automated dispatch and execution - with GEOS! More...
GEOS Technology
GEOS data model, system architecture, GUI and interfaces. More...
GEOS STP
GEOS is the leading STP software solution for securities processing. More...
Copyright
© Software Daten Service 2002-2011. More...
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