LDB develops software that assists financial accounting and regulatory reporting staff within the securities industry to compute and optimize capital charges, including security haircuts and margins, both portfolio margin and FINRA Rule 4210 option margin requirements.Our product suite:
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- LDB Risk Based Haircuts, The LDB Basket Weaver™ and The LDB Wrapper™ compute and optimize charges on equities, listed options, baskets and equity/currency/index futures.
- iRBH™ and iRBM™ New Intraday, Real-Time Risk-Based Portfolio Margining and Risk-Based Haircut Tools.
- LDB Fixed Income Haircuts computes and optimizes government bond haircuts, corporate bond haircuts and other fixed income security haircuts.
- LDB SWAPS computes and optimizes Security-based CDS (credit default swaps), Index CDS, Interest Rate Swaps presented as synthetic bonds, and Swaps on other securities that are handled per the appropriate paragraphs of 15c3-1.
- LDB Risk Based Margin™ and LDB Option Margin Optimizer compute and optimize FINRA Rule 4210 margin requirements (including the maximum risk spread strategy) as well as portfolio margin and cross margin requirements.
- LDB Day Trader Margin computes requirements for options, equities and leveraged ETFS.
- LDB Stock Borrow/Loan System computes charges and assists in monitoring credit exposure and reconciliation.
- LDB Repo/Reverse Repo System computes and optimizes charges for repurchase and reverse repurchase agreements by recognizing relief for offsets within counterparty as well as for tri-party, GSCC and overnight transactions.
- LDB Security Allocation Information Engine assists broker dealers in complying with the Customer Protection Rule (SEC rule 15c3-3).