News

TS Imagine’s Pre- and Post-trade Compliance Solution

TS Imagine empowers users to make informed, risk-compliant decisions in the ever-changing regulatory environment with its robust Pre- and Post-trade Compliance Solution.

With TS Imagine’s development of a dedicated limit monitoring dashboard, users can monitor limit utilization levels of pre-defined rules across multiple portfolios from a single dashboard view. This provides useful insight into the positions which are breaching, or almost breaching, limit rules defined by the user.
LimitsScreenshot
The dashboard also allows clients to upload test trades to an existing set of positions to see if this would create any limit breaches.

Drawing on TS Imagine’s expertise we have developed a Pre-Trade Compliance module fully integrated with an Execution Management System (EMS) used by many of our users.

The pre-trade compliance workflow is:

  • TS Imagine’s Consulting Team helps clients create and implement rules to be used in compliance checks
  • EMS sends TS Imagine a pre-trade order message to TS Imagine’s powerful REST platform
  • An TS Imagine App performs the necessary compliance calculations and checks limit breaches against the client-specified rules
  • TS Imagine returns a REST message to the EMS which displays the outcome for the pre-trade orders. If a trade will cause a breach, the returned status is Rejected, otherwise, its status is OK
  • Trades designated as OK go out to market for execution; rejected trades go into a pending authorization queue along with the reason for rejection

The Pre- and Post-trade Compliance Solution is enabling clients to generate orders in an EMS, while still managing their compliance calculations, using TS Imagine’s rich universe of data and analytics. The end result being: more informed and compliant investment decision-making by TS Imagine users when meeting both investor and internal requirements.

Contact us to find out more about our cutting edge Pre- and Post-trade Compliance Solution.


Bill Daher
Bill Daher
About the Author

Bill Daher has been with TS Imagine for six years and is currently a team leader in Consulting for TS Imagine’s APAC region. Bill has been heavily involved in the architecture of quantitative solutions in TS Imagine. He holds a Masters of Actuarial Studies from Macquarie University in Sydney, Australia.

Bill can be contacted by email or phone: + 61 2 9350 8832

Related News

Enriching the HVaR Calculation:
Predicting the Past:

HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.

June 30, 2022

TS Imagine EMS Integrates with Appital’s Bookbuilding Platform Ahead of Launch

EMS integration automates historically manual processes, unlocking hard-to-find liquidity for the buyside community.

April 25, 2022
Limitations of HVaR

Limitations of HVaR:
When the Future No Longer Looks Like the Past

HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.

April 12, 2022