arqa technologies 2014 backqort automated back-office
TRANSCRIPT
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
Position keeping
• Stages of exchange trades are registered automatically
• Stages of OTC trades are registered manually
• Change of trading day is supported
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
• 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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
Commissions
Types
• For stock market transactions
• For derivative market transactions
• For OTC orders
• For loans
• For «voice» transactions
• For services
Actions• Debiting
• Crediting
• Blocking
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
Settlement support procedures
• Support of different calendars for different trading systems and countries
• Trade settlement schemes
• Cash and delivery flow reports
• Payment calendar
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
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
Quick Optimization of Resources and Transactions
Automated back-office backQORT
Copyright © ARQA Technologies, 2014
Contacts
Sales and Marketing:+7 (383) 219–1619, [email protected]
QORT support:+7 (383)219–1699, [email protected]
www.arqatech.com
www.qort.ru