RISK & MARGIN

Risk & Margin System

Sophisticated cloud-based risk analytics & margin calculations that are easy to use, cost-effective to implement and quick to deploy.

The Sterling Risk & Margin System allows firms to monitor client Reg T, portfolio margin and custom house policy requirements in real-time. View advanced post-execution risk analytics for US and global equities, options and futures.

Comprehensive Coverage

• Equity (stocks, ETF, warrants, preferred etc.) for US and all global markets
• Global equity options and crypto
• Equity options (European and American style stock and index for US and global)
• Equity Futures: US and global equity futures, including single stock and index futures
• STT OMS supports end-of-day compliance reporting and detailed trade reporting to seamlessly integrate into existing back-office processes
• Options on Equity Futures: US and global including options on single stock futures and index futures. CME group Futures and options on futures on Energy, Metals, Agricultural and FX Flex (OTC) options for US markets only

Rich Risk Analytics Capabilities

• Risk shocks based on percentage underlying moves for all markets
• Implied vol shocks for all options
• Standard Deviation and Beta adjusted shocks (for US markets)
• VaR for US equity and futures markets
• Futures risk based on STD’s for US futures markets
• Concentration risk for all markets
• Liquidity risk only for US equity markets
• Horizon and pin risk for all options markets
• An FX risk classification and country risk classification

Our Technology

Robust, real time, post trade market risk and regulatory margin haircut calculation system. The Sterling Risk Engine is completely API accessible as well as web-based, delivered and built on a full-featured, flexible and modern GUI.