Operational Intelligence Module

The Operational Intelligence Module provides custom allocation algorithms that allow for distribution of charges and credits down to individual transaction level resulting in true profitability analysis. The Operational Intelligence Module comes prepackaged with 100 surveillance rules that provide deep insights into trading behavior and customized alerts to prevent legal and financial risk with regards to internal and external compliance. 

 Features
  • Historic and real time risk leg level trade, position, P&L, price and market data.
  • Correlates trade, P&L, position, price and market data to  market charges/credits, capital allocation and cost of credit.
  • Correlates trading decisions and market events/trends/data to internal risk policy and external regulatory requirements.
  • Customizable surveillance and compliance algorithms.
 Benefits
  • Automated historic trending of stated growth drivers e.g. sensitivity analysis, back testing, @risk analytics, correlating position, P&L and market data moves.
  • Transaction level profitability analysis and attribution by open vs. closed, market movements, market charges/credits,  underlying optionality,  capital allocation and cost of credit.
  • Historic and real time trending of budgeted vs. forecasted vs. actual.
  • Automated variance analysis.
  • Automated oversight between trading decisions and market events/trends/data through surveillance algorithms.