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New Products:
The Stock Borrow/Loan System (SBL) is compatible with the Agent Lending Disclosure Initiative. SBL reads DTCC Cash and Non Cash Agent files as well as user provided borrow/loan data (Internal Files) from users' current systems such as LOANET, Global 1, ICI and/or proprietary. The system calculates capital charges and provides reports to assist in both reconciliation and credit monitoring. Reports may be produced in PDF format and users can select work files to export into CSV files for later in-house manipulation.
The Repurchase/Reverse Repurchase system computes repo and reverse repo deficits and deductions as well as charges related to undue counter party concentration, excess collateral and excess aggregate repurchase deficits. The latest release recognizes relief for overnight transactions, GSCC-cleared securities and tri-party arrangements.
With the SEC's launch of the Portfolio Margining and Cross Margining pilot program, we introduced our Risk Based Margin system. As Portfolio Margining expanded to include all equity and narrow based index products, Risk Based Margin has been enhanced accordingly.The recent clarification that explicitly INCLUDES BASKETS in this relief is also available.
New Product Features
Check out LDB's newsletter Haircut Snippets:
- March 2008, Volume 10, Issue 2
September 2007, Volume 10, Issue 1
March 2007, Volume 9, Issue 2
September 2006, Volume 9, Issue 1
March 2006, Volume 8, Issue 2
September 2005, Volume 8, Issue 1
March 2005, Volume 7, Issue 2
September 2004, Volume 7, Issue 1
March 2004, Volume 6, Issue 2
September 2003, Volume 6, Issue 1
March 2003, Volume 5, Issue 2
September 2002, Volume 5, Issue 1
March 2002, Volume 4, Issue 2
September 2001, Volume 4, Issue 1
March 2001, Volume 3, Issue 2
September 2000, Volume 3, Issue 1
March 2000, Volume 2, Issue 2
September 1999, Volume 2, Issue 1
March 1999, Volume 1, Issue 2
September 1998, Volume 1, Issue 1
To view the newsletters, you need to download and install Adobe Acrobat Reader.
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LDB Consulting, Incorporated
P.O. Box 512, Valparaiso, IN 46384-0512
Phone: (219) 477-1928 Fax: (219) 531-2643
Questions or Comments? Email CapComp@worldnet.att.net