Middle Office Functions

  • Position Pricing Obtain pricing data for positions from dealers & third party market data providers
  • Post prices into a portfolio accounting management system
  • P&L calculation Calculate [daily] profit & loss and provide regular detailed reports to fund managers
  • Treasury/funding/cash management Provide reports detailing funding requirements
  • FX exposure Provide regular reports detailing degree of currency exposure
  • Working capital & liquidity management Provide reports on capital allocations and liquidity requirements to fund operations
  • Credit and settlement exposure management Calculate credit / settlement exposure on trade settlement, fails and repo financing's
  • Oversee margin calls with counter parties and margin settlement requirements
Middle Office Functions