Smart Tools

Smart Tools

Site Logo Overview on Smart Collateral

An innovative module to optimize the costs of collateral management. These tools can flexibly adapt to the client’s needs, even without the ownership of a specific application for administrative collateral management.

  • Tool Collateral Scenario
  • Tool Collateral Selection

Managing the collateral with professional tools

Improving efficiency and profitability

Site Logo Collateral Scenario

This tool allows to provide various types of margin calculations.

  • Computation of initial margin
  • Computation of variation margin through simulations

Site Logo Collateral Selection

This tool allows to allocate the collateral through an optimization model in order to find the cheapest-to-deliver.

The tool allocates the collateral among counterparties by adopting a customizable matematical models.

These are the input data

  • Margin Call
  • Margin Call acquired from tool Scenario
  • Margin Call acquired from external sources (CSV files)
  • Costs for each eligible collateral
  • Portfolio of eligibles instruments
  • Securities haircut

“Collateral Scenario” allows to minimize the impact of collateral costs through the adoption of advanced matematical models

Site Logo Collateral Substituition

The technological choices underpinning Smart Tools are all directed toward the goal of having small-footprint tools that are easy to install and can be used from more than one workstation.Smart Tools have been developed to work in client-server mode, the client being any web browser (Microsoft Explorer, Mozilla Firefox, Google Chrome) and the database Microsoft SQL.The basic Sofistar QTrade platform and the manner of development mean that Smart Tools can easily be extended and customized to the customer’s particular requirements.


Further details
For further details and a presentation of the project, please contact our office:

riskart (Switzerland) SA
via San Giorgio 14
6976 Lugano Castagnola, Switzerland