A broker's demand on an investor using margin to deposit additional money or securities so that the margin account is brought up to the minimum maintenance margin. CSM automatically sends margin calls with exposure value calculated by the particular formula.

CSM helps our broker-dealer clients to keep their investors meet the maintenance requirement, which is the minimum amount to be collateralized in order to keep an open position. CSM monitors credit lines closely; when the total value of collateral after haircuts dips below the maintenance margin requirement, automatically notify the position holder must pledge additional collateral to bring their total balance after haircuts back up at least to the initial margin requirement. CSM provides risk management for these instruments determined to be especially chancy, reduce their exposure to risks.

Segregated securities may not be commingled with the securities of the broker-dealer and they may not be used by the broker-dealer to collateralize loans. CSM provides solution to the frequently occurrence of the separation of an individual or group of individuals from a larger group, CSM applies special treatment as requested to the separated individual or group. Segregation can also involve the separation of items from a larger group; CSM helps with the handling of funds in certain types of accounts.

Segregation is no longer optional for broker-dealers. As an Investment Manager, clients need to protect their assets, and CSM provides a solid solution to achieve this fiduciary responsibility as an Investment Manager to protect client assets. In addition to that, CSM mitigates risks and helps the Investment Manager protect their clients' underlying assets. Segregated accounts usually have different privileges and requirements than those held by the general public. CSM creates portfolio models based on portfolio managers' requirement parameters which can be easily decide and enter from web, mobile device, PC desktop, and UNIX desktop.

CSM solutions are designed to help trades across global markets, the best amount of transparency, the most amount of efficiencies, and provide the right type of protections that through all of those different venues and all of those emerging themes. CSM employs mathematic algorithms for the best efficiencies to utilize collateral to the ultimate but with the least risks.

From financial market perspective, investors are enthusiastically moving into cleared environments, more transparency. CSM makes all-round reporting, monitoring, and recording. CSM brings a holistic global approach and solutions.

The software analyzes mass of volume, variety and velocity big data and a set of customized requirements to construct portfolios that is essentially about perform collateral in an efficient mix of assets. By achieving the right mix of assets can put the collateral into the best use. DPM is programmed to understand the factors that drive performance, liquidity, asset exposure and manager-specific uncorrelated returns from real-time big data. Such as for 2014, DPM selects benchmarking-agnostic algorithm to position around market risks, allocates much less risky in a rising-rate environment core bonds, avoids much more uncertain long-term, fixed-rate bonds, and favors event-driven, relative value strategies. DPM even goes further to evaluate management activities of each position, weighs up both active and passive investment vehicles, and makes a starting reasonable point to expect a good year for risk assets under programmed watch of volatility.

The Maximizer is not only takes full advantage of your collateral but also takes risk management as one of factors in our algorithm. The software evaluates real-time big data and historical big data because the understanding of evolved and evolving economy after having undergone successive structural instabilities and having led economy to the current multi-level structures of elements. To employ complex events encompass evolutionary processes in general, and obtain political, social, cultural, economic, technological, psychological and philosophical aspects of our risk algorithm. What matters over the past and what happens currently are factors used into new dimensions and conceptual aspects of the software.

In this year, for example, based on past year data risk remains on central bank liquidity for a portfolio. In United States, markets may challenge the new Federal Reserve leadership, and air pockets may occur as interest rates become higher. In Japan, the monetary and fiscal experiment Bank of Japan has embarked is another risk concern factor. European Central Bank and Bank of England are holding back.

All of these central bank policies can cause market disruption by any small missteps or reversal of economy confidence. In addition to above risk factor, DPM is programmed to look into further risk factors, such too much too soon inflation may force monetary policy to be defensive and tightened; such as the income growth, financial confidence, consumption and capital expenditure; such as politics is on the top of risk factors, important midterm elections may distract US market, the oppositions may bring adversity to emerging markets; such as limited corporate investment, hiring, capital expenditure, merger and acquisition activities. These are just example factors in DPM risk algorithm.

CRMM employs our Value at Risk (VaR) algorithms to perform risk measure of the risk of loss on a specific portfolio of financial assets, and analyzes variety of data to report or display in well-design easy-understand dashboards and in-depth screens.

Batch load or real-time of mix and match by combining imported data with CRMM sophisticated algorithm to populate principal and other parties mix and match values. Analyze and conclude default margin call values by using default mix and match rules. User reviews mix and match agreements in CRMM web-based self-descriptive grid list for tolerance checking and agreement group filtering.

A tolerance can be set at the agreement level to define the acceptance range of difference between encountered parties, could be but not restricted to initial margin tolerance, credit support balance tolerance, settled collateral position tolerance, unsettle collateral position tolerance, cash tolerance, mandatory buffer tolerance, and user's proprietary tolerances.

A filtering could be margin date, execution date, agreement group, tolerance status, transaction status, approval status, margin call status, and user defined filters. Once review and approve, CRMM generates additional margin import data for all agreement groups, execute the additional margin import data, and complete the group margin call for all agreement groups.

CRMM provides user defined reports and statements. CRMM web-based Report Generator gives a user great ability to select fields and format. Daily collateral confirmation with user selected format and data will be on-line viewed, emailed, faxed or mailed to agreement parties when the collateral position are allocated.

CRMM provides daily backup and archive up to as long as user's choice, by default is 7 years. Archive data can be retrieved by submitting an on-line request, retrieving time is within several minutes. Audit trail reports are generated on fly for most of kinds auditing and compliance requirement. Special auditing reports will be generated upon request.

BVAT especially emphasizes areas rich with big volume, high velocity, and complex varieties of data. Tool employs the simultaneous software application of statistics, operation research, and exceptional technologies to efficiently process large quantities of data within tolerable elapsed times.

BVAT uses data visualization to communicate insight and present a concise description of business proposition that will permit the decision-maker to have clear picture, such as current process model, priority requirements, future state process model, reusable assets, as well as an order of magnitude estimate and project uncertainty factor.

Firms may apply BVAT to business data, to describe, predict, and improve business performance. Specifically, arenas within BVAT include collateral utilization, enterprise decision management, and stock-bond optimization, marketing optimization and marketing mix analytics, sales force sizing and optimization, price and promotion modeling, predictive science, financial risk analysis, and fraud detections. BVAT employs extensive computation and the algorithms.

We utilize major models to forecast Net Interest Income in the various economic scenarios for you. These models include contacting a stochastic modeling process (Monte Carlo simulation) to capture embedded opportunity and create cash flows under multiple interest rate, economic indicator or benchmark scenarios; receiving data feeds via message queue, web services or file in XML, JSON, FIX, SWIFT or other various formats to generate cash flows based upon each instrument's re-pricing, maturity, and rate profile; forecasting net interest income resulting from current and planned balance sheet positions in various scenarios and deriving future growth and runoff from business historical trends, market dynamics, forecasts, and balance sheet strategy input.

PCF provides user defined reports and statements. PCF web-based Report Generator gives a user great ability to select fields and format. Daily collateral confirmation with user selected format and data will be on-line viewed, emailed, faxed or mailed to agreement parties when the collateral position are allocated.

PCF provides daily backup and archive up to as long as user's choice, by default is 7 years. Archive data can be retrieved by submitting an on-line request, retrieving time is within several minutes. Audit trail reports are generated on fly for most of kinds auditing and compliance requirement. Special auditing reports will be generated upon request.