REPO System [Financial Software Systems]

REPO System is a comprehensive software package designed to facilitateprofitable trading in bonds and bond repurchase agreements. The systemwas designed to cover not only the U.S. repo market, but also structuresthat were developed recently in Europe and in Japan. The following repoinstruments are currently supported:

Term repos and reverse repos
Buy/sell-backs
Open repos
Index based repos
Fee-based borrowing

Built-in function keys allow the user to perform repo interest andforward price calculations as part of the transaction entry screen. Arepo event-manager is used to monitor the life of each instrument.Hardcopy reports and on-screen analytical tools were specificallydesigned to help dealers run matched books and/or firm financingactivities. Included are position summaries, unrealised and realised P&Lcalculations, counterparty exposure measurements, collateral analysis andinterest amortization. Confirmation containing full receipt and deliveryinstructions are automatically generated.

Source Avail: No
Product Special Handling: None.
Operating Systems: Solaris Sparc 1.0,2.0

Financial Software Systems
2300 Computer Rd Suite K59
Willow Grove, PA 19090
USA
Phone: (215) 784-1100
Fax: (215) 784-1101

Trading

REPO System

Financial Software Systems