clearinghouse-posttrade

What problem does it solve?

This Skill addresses the critical need for robust post-trade workflows in clearinghouse operations, ensuring margin integrity, settlement accuracy, and effective default handling.

Core Features & Use Cases

• Risk Management: Define and monitor risk appetite, limits, and escalation rules.
• Exposure Aggregation: Consolidate exposures across various products and venues.
• Performance Analysis: Measure PnL, tail risk, and conduct scenario analysis.
• Control Enforcement: Implement automated blocking, intraday escalation, and independent validation.
• Use Case: When a significant market event occurs, use this Skill to quickly assess tail risk evolution, identify settlement fail concentrations, and ensure margin calls are sufficient.

Quick Start

Run the clearinghouse posttrade diagnostics script with your input data.