Product manual in pdf format.

ClavisTradingBook

Trading Book function

As it is mandated by the 244/2000 (XII.24) resolution of the Hungarian Government, investment companies are required to manage a Trading Book system, furthermore to upload and record their daily positions in their mandatory Trading Book.
The ClavisTradingBook module is the solution of the Clavis System to provide a comprehensive service for the trading book function.

The module imports master data, positions, transactions and market information from the files of Clavis System and other systems. On the grounds of the data imported into the module database, the software calculates the different risk factors in accordance with the mandatory requirements (partner-, position-, product, foreign exchange rate- and major risk factors) and the mandatory capital reserve allocations these risks require. The daily calculation data is stored in a chronological order with the analytics. Moreover, the software incorporates an option to back up these data calculated in the Trading Book module in files that may later be used in the process of generating the mandatory reports towards supervisory authorities.

Transaction types

• Stock exchange prompt deals
• OTC prompt deals
• Stock exchange futures deals
• Stock exchange options deals
• Stock exchange forward deals
• Commodity exchange deals
• SWAP deals
• Repo deals
• Credit transactions

Functions

• interface links
• generation of yield curves
• breaking down of positions
• net calculation
• processing of market information
• market assessment
• position risk calculation
• partner risk calculation

• foreign exchange rate risk calculation
• product risk calculation
• major risk calculation
• generation of reports
• analytics

References:

BNP-PARIBAS BANK Ltd.

VOLKSBANK HUNGARY Ltd.

BUDA-CASH BROKERAGE HOUSE

CONCORDE SECURITIES Ltd.

ERSTE BANK INVESTMENT HUNGARY Ltd.