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Collateral Management (CLM)

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Date
23.06.2017 09:00 - 16:45
Teachers
  • Radu Babota
Price excl. VAT (CHF)
1'050.00
Location
Avaloq Evolution Corp.
Academy Room 2, 5th floor
Allmendstrasse 140
CH-8027 Zurich
Course description
The Avaloq Limit Systems provides banks a flexible, integrated and near time risk exposure monitoring and controlling tool. It enables risk officers and credit officers to manage counterparty/issuer, country, trading, and settlement limits and generate periodic or intra-day limit usage reports. The system helps front office users in choosing the right counterparties or instruments for their business purposes by making sure their internal limits won't be breached.
 
Participants will learn about the concepts and methodologies Avaloq employs for limit management. Getting familiar with the basic functionalities and capabilities of the module, course participants will receive a step-by-step introduction of how to set up and use the system in daily operations.
Objectives
Upon successful completion of this course every participant will:
  • Set up collateral agreements for counterparties and clients
  • Use the collateral management desk for daily margining with counterparties
  • Use the collateral availability desk to have a detailed overview of current and projected collateral available
  • Use the lending availability desk to see all lendable assets
  • Obtain specific and qualified information by browsing Order Books and Reports
  • Use the collateral movement transaction to transfer multiple collateral items
Target audience
Key Business Users and Implementation (Migration) Partners
Prerequisites
Before participating in this course, participants must have either attended the course “Avaloq Foundation (FOU)” or have equivalent knowledge and experience with the Avaloq Banking System.
Additionally, participants should have knowledge in the area of Collateral Management.
Course content
Collateral Management model within Avaloq
 
Avaloq CLTM-relevant business types
  • Set-up of customised collateral agreements
  • Evaluation and monitoring of exposure in CLTM Desk
  • Collateral Movement, triggered by other business types (e.g. REPO), margin call or manually
 
Collateral Maintenance
  • CLTM Desk for daily margining
  • CLTM Desk with projection (upcoming collateral movements)
  • Calculation & automatic payment of interest for cash collateral positions
 
Information provisioning: CLTM Reports & Order books
 
CLTM integration with other Avaloq modules, i.e.:
  • Securities Lending and Borrowing (SLB)
  • Repurchase Agreements (REPO)
  • Financing Engine
  • Settlement
  • Bookings & Balancing
Follow-up courses
Securities Lending and Borrowing (SLB)
Repo Contract (REP)
Duration
1 day
Avaloq Certified Specialist
This course is part of the specialisation in the area of competence
  • Portfolio Management & Trading
Availability
4 Available

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