The DSTS Treasury System effectively manages your firm’s treasury and funding activities while acting as a centralized repository that integrates all of the data involved in a treasury operation. The system’s real-time connectivity enables the effective management of a wide variety of sources and uses of funds. The cash-flow basis of the system provides a flexibility that supports virtually any type of deal or instrument across multiple currencies. The speed and scalability of the system provide users with real time pricing, cash flows, gap analysis, funding requirements, collateral management, credit limits, and risk analysis. The DSTS Treasury System is the user-friendly way to maximize productivity on your treasury trading desk.

DSTS Treasury System Benefits

One System to Manage All Treasury and Funding Activities

• Centrally organizes all funding data
• Measures funding requirements across the entire firm
• Measures market and credit risk
• Measures customer exposure
• Allocates cost of funds across all legal entities
• Cross-product hedging
• Cash flow analysis across all products

Multi-Currency, Multi-Legal Entity Support

• Supports an entire firm across multiple legal entities
  and accounts
• Supports all currencies
• Supports all fixed income, financing, money market, foreign exchange, and most derivative products
• Supports trading and currency translation P&L

Real-time Funding and Collateral Management

• Funding requirements across all legal entities
• Mark-to-market valuation of all collateral

Limits Management

• Trading and counterparty credit limits
• Monitor limits usage and exposure in real-time
• Real-time warning messages for limits violations

Achieve Greater Efficiencies Throughout your Organization

• Consistently know and allocate your true cost of funding
• Increased workflow productivity
• Lower transaction costs
• Higher deal volumes
• Highly customizable for maximum flexibility

DSTS Treasury System Functionality

Treasury Management and Funding

• Monitor funding requirements across the entire firm by currency, legal entity, branch, individual account, etc.
• Monitor dealing activity and resulting funding requirements across all legal entities in real-time
• Compute available collateral and funds in real time
• Maintain cash balances by currency
• Automatic funding allocation based on user
  specified criteria
• Monitor funding gaps across all trading accounts on a consolidated or individual basis Analyze projected inventory any time into the future based on known forward trade settlements
• Manage and track market and counterparty risk in real-time
• Generate customized management reports on a daily, monthly, and yearly basis

Collateral Management

• Monitor available collateral positions in real-time
• Tracks mark-to-market valuation of available
  collateral in real-time as the market moves
• Automatic collateral assignment
• Automatic sweeps of trader’s positions

Deal Management

• Repricing open deals
• Bulk rate changes
• Bulk repays and repricing
• Collateral substitution and repricing
• Automatic rolling of open deals

Profit and Loss

• Daily, month-to-date, and year-to-date
• Realized and unrealized
• Currency translation
• Cost of carry

Risk Management

• Hedge equivalents on an individual and consolidated basis
• Risk measurements include DV01, duration, convexity, etc.
• Scenario analysis

Limits Management

• Trading and counterparty credit limits
• Monitor limits usage and exposure in real-time
• Real-time warning messages with limits violations

Customizable by Individual User

• Screen look and feel
• Specific displays
• Column layout
• Sort and break parameters
• Individualized portfolios, accounts, counterparties, securities

Debt Issuance

• Primary issuance of commercial paper, certificates of deposit, and other money market instruments
• Syndication functionality for notes and bonds

Investment Portfolio

• Supports both accrual and mark-to-market methodologies
• Specific lot matching

Multi-Currency Product Support

Financing / Collateral Management

Cross Currency Rep / Reverse Repo ·
Buy-Sell Back / Sell-Buy Back · Security Borrow /
Loan · Collateral Receive / Deliver Free ·
Supports Internal Trades (between firm accounts)

Money Markets

Time Deposits / Placements · Certificates of Deposit · Bankers Acceptances · Commercial Paper · Fed Funds / LIBOR Trading

Derivatives

Futures · Exchange Traded Options · OTC Options ·
Interest Rate Swaps (Overnight Index, Cross Currency, Asset, Amortizing, Escalating, Rollercoaster) · Forward Rate Agreements · Caps · Collars · Floors · Swaptions

Foreign Exchange

Spot · Forward · Swap

Fixed Income

Treasury Securities · Government Agency Securities · Mortgage Backed Securities · Corporate Securities · Municipal Securities · Structured Securities

Straight Through Processing Connectivity

Application Programming Interface (API)

• Real-time
• Bi-directional
• Publish / subscribe methodology

Import Data from External Systems

• Deals
• Prices / rates
• Orders
• Factors
• Descriptive security data

Export Data to External Systems

• Deals
• Prices / rates
• Offerings
• Positions
• Risk

Interfaces

• Pricing vendors
• Descriptive Security Data vendors
• Multiple distribution channels
• Brokers / ECNs / ATSs
• Back-office systems
• Enterprise wide risk management systems
• In-house legacy systems

Straight Through Processing

• DSTS Treasury seamlessly integrates with your firm's existing systems to create a fully automated STP environment