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SEC Reporting

We've developed a custom application in Excel-VBA and Sybase SQL to assist with reporting of top counterparty positions to the SEC on a monthly basis based on CE (Current Exposure), PE (Potential Exposure), PL (Potential Loss) and Inventory Exposure. System has functionality to allow Credit Analysts to review and approve and adjust exposures that are being reported to the SEC. System included various reporting:
  • By Size of the Exposure
  • Clearinghouse Exposure
  • Country Exposure
  • Inventory Exposure
  • Month over Month Exposure changes
  • Investment Advisor Exposure
  • PE by Tenor
  • PE by Ratings
  • PE by Sovereigns
  • PE Total