Securities and Portfolio Accounting

Securities Accounting

We have modeled various reconcilers.

  • Futures and Open Trade Equity
  • Cash Account(s)
  • Detailed Margin Interest, Short Fee and Rebates
  • Interest Rate Swaps, Total Return Swaps, Bullet, Basis and Currency swaps
  • Various CFD models

Advanced Reporting & Utilities:

  • Swap and complex indenture accruals: global banking calendar, flexible compounding and reset schedules, accurate day counts, accreting, amortizing and OID calculations.
  • Create templates to group instruments with similar terms
  • Track CDO pay downs
  • Dividend accruals, expected vs actual analysis, enhancements and foreign withholdings
  • Soft dollar and commission analysis