SLIB Risk Monitoring Solution
    SLIB

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    OVERVIEW

    It is more and more important for clearers in Europe to be equipped with efficient tools to monitor the risk of clearing at a panEuropean level, in order to optimize their clearing activity, by globally supervising market risks and margin calls.

    The SLIB Risk Suite consists of innovative risk management tools for clearing activities.

    The SLIB Risk Suite addresses all the European players of the clearing activity:

    • General Clearing Member (GCM)
    • Individual Clearing Member (ICM)

    The SLIB Risk Suite facilitates the following business processes:

    • Automatic collection of positions and/or trades either directly from the CCPs or from the clearer's internal systems
    • Automatic collection of latest prices for all the instruments in a given position
    • Calculation of risk exposure, margin requirements and the resulting margin calls
    • Calculation of the current valuation of security collateral, if any, to update the final margins
    • Automatic generation of margin call notices