|
|
2012.01.22 2012.01.01
|
|
Friday, January 27, 2012 How are you running your Swaps under the new Dodd Frank Act? 11:09 am est CommentsTuesday, January 24, 2012 Why are Total Return Swap and CFDs so hard to mange?Why haven't large institutions comercialized the swap or swap systems by now? I continue to hear
the same issues with using and trading swaps in your portfolio.
|
Synthetic Asset Management in now
www.totalreturnswaps.com
Functions
include:
v Simple creation of total return and portfolio swap trades
v Customize swap calculation terms
v Automatically link to trading or brokerage systems to actively adjust new swap positions.
v Link to pricing and data servers to capture market data; including prices, dividends, interest and FX rates
v Produce automated reconciliations, helpful analytics and MIS to increase transparency and decrease surprises
v Actively manage risk and monitor your entire swap inventory at a glance with customized extracts and reports
Reports:
(monitor your entire swap inventory at a glance with customized reports including)
v Mark to market
v Equity and Interest accrual.
v Trade confirmation notices.
v Realized and Unrealized P&L.
v Commissions and Fee calculations.
v Dividend accruals.
v Reset Notices.
v Unwind notices using tax lot accounting.
Manage risk:
(MIS
and custom data will increase transparency and decrease surprises. )
v Quick calculations of daily mark to market
v Monitor and calculate reset events.
v Automatically monitor and reconcile with executing and Prime Brokers.
v Calculate partial swap unwinds and terminations.
v Use optimal accounting treatments for unwinds such as average cost, LIFO, FIFO or HIFO.
v Financing and fee calculations will allow you to monitor funding rates across multiple brokers and deals.
Michael Zobel (917) 496-4800 Email info@syntheticassetmanagement.com
