Steps Ahead
Optimise Repo Balance Sheets In Real-Time
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To see our real-time advanced analytics in action.
Mosaic Smart Data for repo offers:
Aggregation and normalisation
Capable of managing the high volumes of fast moving data in repo, Mosaic Smart Data normalises data across all voice and electronic trading channels in real-time.
Real-time analytics
Suite of transactional data analytics and visualisations, as well as functionality tailored to the needs of repo trading and sales teams.
AI-driven actionable insights
Mosaic Smart Data provides insights on everything from flow analytics to client demand predictions, delivering actionable steps to boost performance.
Balance sheet optimisation
Real-time and historical view of repo transaction data across all client accounts enables optimisation of balance sheets.
Personalisation of client service
Improve client relationships with highly personalised recommendations and react incredibly quickly, equipped the right insights, when the chips are down.
Mosaic Smart Data for repo performs:
Improve the productivity, efficiency and profitability of repo trading operations with real-time, cutting edge analytics tools that enable you to:
- Optimise your balance sheet, particularly at peak periods
- Manage risk effectively
- Understand where your balance sheet is unusually long or short, and which bonds per client are causing this so that you can rectify where possible
- Comply with regulatory reporting requirements
- Enable sales and trading desks to provide a more personalised service to clients
Features include:
Transactional Analytics
- Visualise and analyse your transaction history by any trade attribute
- Create dashboards showing tables, time-series views, and many other visualisations available in the MSX platform
- Data updated in real-time, as new transactions arrive
Repo 360 Alerts And Reports
- Identifies anomalous behaviour of gross and net balance sheet consumption compared to an average over a 30-day look-back period, and alerts for the following:
- Unusually high/low gross balance sheet consumption
- Increase/decrease of overall net long/short position
- A switch in overall balance sheet position from long(short) to short(long)
- Drill down to granular detail about your client activity and business performance, in our Explore view
Balance Sheet
- MSX builds your daily Balance Sheet, allowing you to filter and group by any trade attribute
- E.g. show your Balance Sheet detail as of today, split by client
- Show Gross, Net, Assets, Liabilities, calculated according to your own methodology
- Compare Balance Sheet across dates to analyse MoM, YoY change
Historical Balance Sheet
- A time-series visualisation of how your balance sheet has changed over multiple periods
- Choose your time-frame, and grouping of trade attributes
- Daily reporting of 30 and 90 day rolling average balance sheet usage by client
PNL/Sales Credits Integration
- Integrate daily PnL to show always up-to-date Return on Balance Sheet figures
- Client Value/Sales Credit integration highlights your most valuable clients & products
Asset Class Definition
Currency:
- G10 = USD, CAD, EUR, GBP, SEK, DKK, NOK, JPY, AUD, NZD
- EM CEEMEA = CZK, HUF, ISK, ILS, KZT, PLN, ROM, RUB, RSD, ZAR, TRY, UAH, AZN, BGN, TND, MAD, QAR, SAR,KWD, OMR, BHD, AED, AOA, BWP, EGP, GHS, KES, NGN, UGX, ZMW
- EM LATAM = ARS, BRL, CLP, COP, MXN, PEN, UYU
- EM APAC = CNH, CNY, HKD, INR, IDR, MYR, PHP, SGD, KRW, TWD, THB, VND
Type: Repo, Reverse Repo, Triparty, Buy Sell Backs