arqa technologies 2014 backqort automated back-office

ARQA Technologies

2014

backQORTAutomated back-office

Quick Optimization of Resources and Transactions

Automated back-office backQORT

Copyright © ARQA Technologies, 2014

Principal applications

• Online evaluation and monitoring of positions

• Risk management by customers

• Risk management by counterparties

• Document flow

• Commission accounting

• Regulatory, Client, Internal Reports

• Unified storage of all information

• Integration with external platforms




Types of instruments/trading systems supported

• Equities, Bonds, Derivatives

• Organized and OTC markets

• Money market instruments

• Local and International exchanges

• Trading with T+n settlement date

Local Exchanges

International Exchanges

OTC

CIScountries’Exchanges

UX

PFTS

KASE

ETS

MOSENEX

SPIMEX

MOEX

CBOTAMEX BOVESPA

Chi-X EuropeCME

EDX

EURONEXT

EUREX

HKEx

ICE

LIFFE

LSENASDAQ

NYSEOSESGXTSX

XETRAWSE

NASDAQ OMX




Position keeping

Operations• Trades

• Trade executions

• OTC orders

• Coupon and bond redemption

A position is tracked by factual,projected and analytic

parameters: • Balance

• Buy cost evaluation

• REPO obligations

• Forward obligations

• Today’s obligations

• Collateral

• Variation margin

• Blocked

Position • by assets

• by depositaries

• by account holders




Position keeping

• Stages of exchange trades are registered automatically

• Stages of OTC trades are registered manually

• Change of trading day is supported




Risk management • Evaluation and monitoring of

margin rates by accounts

• Short position rollover

• Reporting to exchanges

• Margin call dispatch if a client’s margin approaches preset limit:

• by email

• by sms

• to a QUIK terminal




• Calculator for estimating client’s planned positions

• Generating orders to close positions and to rollover short positions

• QUIK limits:

• generated at start of a trading session

• online correction during the trading session

Risk management




Commissions

Types

• For stock market transactions

• For derivative market transactions

• For OTC orders

• For loans

• For «voice» transactions

• For services

Actions• Debiting

• Crediting

• Blocking




Reports

• Types of reporting: internal, regulatory, for clients

• Extended reports for detailed portfolio analysis

• Simple revision of report forms

• Open and documented information storage

• Realization of any type of reports by a broker on the basis of unified information storage




Client reports

Types• Register of trades

• Register of orders

• Broker report by account

• Asset Management report by account

Forms of reporting• File showing Orders and Trades

separately

• Microsoft Excel or text format

• Special format for Asset Management Report

Parameters• For a specific date/period

• By client subaccount/group of accounts

Options• File for saving and printing

• A terminal screen form

• E-mail to a client




Client reporting automation

• Report forming:

• by a specified number of clients

• on schedule

• by accounts with changes on a specified date

• by accounts with cash flow for a specified period by marketplaces

• Report archiving when sending by e-mail

• Additional information messages

• Delivery of reports made previously on demand




Services and modules

• Reconciliation with the exchange reports

• Backdated data entry

• System monitoring module

• Role system and different levels of access for different roles

• Unlimited number of terminals connected to a server

• Service schedule




Settlement support procedures

• Support of different calendars for different trading systems and countries

• Trade settlement schemes

• Cash and delivery flow reports

• Payment calendar




Integration• Online integration with external

systems through Temporary Data Base (TDB):

• Transactions

• Quotes

• Directories•Online two-way integration with

QUIK

QUIK

QORT External Systems

TDB




Integration with external environment

• Temporary database (MSSQL) for import and export:

• fully documented structure and rules of operating for different types of information

• online operation mode from the QORT side

• Readable and fully documented main database (MSSQL) for third parties’ reporting

• Text, dbf, xls, xml files used for data exchange

• Any other type of integration on demand




Integration with QUIK

• Uploading start positions and limits to QUIK

• Receiving data on all transactions (orders, trades, unsettled trades, etc.) and market data from QUIK online

• Automated corrections of QUIK positions based on OTC operations in QORT

• User account in QUIK is created automatically based on client information in QORT

• Integration with Non-Trade Module of QUIK to automate loading non-trade instructions from QUIK users to a back office, calculating taxes and correcting QUIK positions

• Sending messages to QUIK users




Contacts

Sales and Marketing:+7 (383) 219–1619, [email protected]

QORT support:+7 (383)219–1699, [email protected]

www.arqatech.com

www.qort.ru

arqa technologies 2014 backqort automated back-office

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