New Limit System

Neil Mathieson. Monday, August 16, 2010

A new limit system has been integrated into sals.a®. This will provide users with enhanced analytics on their investment, funding and derivative facility utilisation, in turn promoting better management of risk and liquidity.

It is also possible to analyse limits by counterparty, currency, location, etc using the Grouping function.

Entering Limits

Existing Deals

For existing deals the system will have applied a limit based on the existing Nominal of your deal.

To edit this simply go to the Deal Box and enter the limit in the General Data section. By pressing Save you will update the limit into this deal and the wider portfolio.

New Deals

Again, the system will default to whatever you enter in the Nominal box.

To edit this simply go to the Deal Box and enter the limit in the General Data section. By pressing Save you will update the limit into this deal and the wider portfolio.

Limit System example

Limit Utilization Analysis

Limits and % Utilisation are reported in the Executive Summary section. Here you will be able to analyse the limits and utilisation on a deal and asset class basis.

Executive Summary

TIP: If the limit does not automatically appear for a new deal please check the Value Date in the General Data section of the Deal Box.

To add further analysis use the Grouping function. In this example we have used the Counterparty filter as this allows users to monitor their credit risk and distribution of their banking business.

Numeorus filters exist within Grouping and don’t forget that you can customise your own using the ID1 and ID2 fields (entered via the General Data section of a Deal Box).

Group By

Reporting

At present the limits are not integrated into reporting but will be added shortly.

It is possible to export the deal or portfolio limit information to Excel however. Simply choose the Export to Excel option within the Deal Box or the View Settings box

View settings

Additional Functionality

In addition to integrating Limits into reporting, we plan to add new functionality on the effect of future market scenarios on a limit; highlighting exceptions and limits for interest payments.

Please watch out for further updates. If you have any questions in the meantime then please contact us.

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