TRACE Analytics

TRACE Analytics is a unique system that consolidates trade data from various external and in-house systems, to create a complete and accurate view of your trades. The consolidated data generated provide the basis for an unparalleled range of descriptive and predictive analytics, which you can use to solve issues with enterprise risk, liquidity management, margin calculation, and collateral optimisation.
Our skills and experience allow us to tailor TRACE Analytics to fit a wide range of personalised requirements, including:

MIS reporting

  • Reporting cost analysis

  • Counterparty risk analysis

  • Liquidity analysis

  • Collateralisation status

Regulatory reporting

  • Counterparty credit risk exposure measurement

  • Basel capital calculation

  • Basel LCR calculation

  • Financial reporting for funds and trusts

Compression analysis and pricing

  • What-if analysis

Bilateral margining

  • Initial margin

  • Variation margin