LDB Consulting 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 431 option margin requirements.

Our product suite:

• Risk Based Haircuts, Basket Weaver ™ and Wrapper ™ compute and optimize charges on equities, listed options, baskets and equity/currency/index futures.
• Fixed Income Haircuts computes and optimizes government bond haircuts, corporate bond haircuts and other fixed income security haircuts.
• Risk Based Margin and Option Margin Optimizer compute and optimize 431 margin requirements as well as portfolio margin and cross margin requirements.
• Day Trade Margin computes requirements for options, equities and leveraged ETFS.
• Stock Borrow Loan computes charges and assists in monitoring credit exposure and reconciliation.
• Repo/Reverse Repo 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.
• Stock Allocation Information Engine assists broker dealers in complying with the Customer Protection Rule (SEC rule 15 c3-3).

 

For information on our services, please contact us.