Assess account positions in real time (Zoom)

Alerts Direct delivers a fully integrated risk management solution to users of RANsys (the Rolfe & Nolan system) and other back office systems via a real time API. It is built using 'next generation', modular, Merlin technology.

Alerts Direct enables the user's risk management team to instantly identify possible margining, valuation and lot limit problems and identify remedial action - essential when dealing with either in-house proprietary business or external customer business.

Typical Users of Alerts Direct:

Risk managers wanting to accurately monitor intra-day margin exposure
Global trading operations wanting to manage total group margin exposure
Trading arcades needing to monitor their traders
Compliance officers ensuring best practice

Right here, right now

Real-time assessment of account positions means that you can immediately generate reports detailing the health of all your accounts. Whether you want to only view accounts which have breached specific limits, or are looking for a more generic view of the state of your portfolios, the Assessments screen will build a real-time view of exactly where you stand.

Alerts Direct allows easy viewing of historical limits information (Zoom)

Calculates real-time net liquidating values, lot quantities and initial and variation margin for a client's proprietary and customer business.
Generates the appropriate event resulting from breaches in limits for net liquidating values, lot quantities and initial and variation margin.
Loads and margins any position/trade data via a real-time interface from the back office.
General clearing members (GCms) handling non-clearing member (NCM) or other retail or institutional customer business.
Refine view by high, medium and off limit breaches providing a snapshot of each account
Highligh excess and delta values for breached accounts
Auto refresh allows screen to automatically review accounts throughout the day

Margin calculations

Margin is the most complex calculation in any risk management system. Calculation of initial margin on an account or group basis is required every time a new trade enters the back office system. Rolfe & Nolan’s Merlin Margin engine is integrated within the Alerts Direct system, to guarantee the accurate sub-second calculation of margin using instrument and exchange-specific algorithms and dynamic static data. Margin required is compared against the value of cash and collateral held. Limits can then be set on an account or group basis by the risk management team.

Perform real-time margin calculations (Zoom)