www.imaginesoftware.com NEW YORK LONDON HONG KONG SYDNEY CLEVELAND

IMAGINE THE FUTURE OF RISK MANAGEMENTA real-time risk and compliance solution.Managing all your risk and regulatory needs.As fast as needed, for the highest volumes.

For global banks, asset managers, prime brokers, clearing houses, and other

firms managing high-speed and high-volume operations, RRC delivers a

comprehensive solution to maximize growth and comply with regulatory

demands – and it scales for growth.

RRC manages the real-time risk on thousands of client accounts with millions

of positions and millions of trades per day, at the same time as monitoring

global limits, performing analytics and stress testing, conducting pre-trade

compliance, calculating margin, and delivering intra-day regulatory reports.

THE REAL-TIME RISK & COMPLIANCE(RRC) SOLUTION

w Clients submit SoD / EoD positions, intra-day trades, pre-trade compliance queries, etc., across: • Millions of positions • Thousands of unique securities • Hundreds of output columns

w Security-level analytics on listed and OTC holdingsw Terms and conditionsw Market dataw Imagine’s RRC analyzes data in real-time

w Investigate, identify and reset risk across portfoliosw Set limits for user-defined analytics & multiple levels of aggregationw Configure accounts with limit alertsw Perform pre-trade compliance checksw Quickly correct positions & portfolios

w Imagine delivers daily reports and intra-day P&Lw Provides full transparencyw Manages ad-hoc queriesw Creates regulatory reporting solution and audit trail

Client Data

Analytics Compliance

Risk Reports

REAL-TIME RISK & COMPLIANCE ENGINE

RRC is the comprehensive technology solution that provides CROs, CIOs, CCOs, and PMs working in the fastest-moving markets with a single, real-time tool to investigate, identify, correct and manage risk, trade-by-trade and tick-by-tick.

Powered by Imagine’s processing power, RRC combines a real-time risk engine with a managed data service to significantly lower the cost of monitoring client risk and complying with internal and external regulations.

THRESHOLDS & ALERTS

Users have the ability to create finely-tuned thresholds on any metric within the system. The thresholds can filter specific clients, strategies, accounts, or across the firm.

Examples include VaR/NAV, liquidity, market value, or

absolute Gamma/market value for volatility-specific

strategies. Thresholds can be visible to a single user or

to a defined audience and, once triggered, can send an

email to a specific user or group.

RRC’s alerts provide streaming real-time notifications for any

triggered threshold. Users can quickly drill into an alert to see all

pertinent information and actionable details. Setting an alert’s

ownership and status enables any breach to be quickly monitored

and resolved. RRC also provides dynamic and real-time filtering

and sorting functionality, which makes complex alert lifecycles

easier to manage and control.

w Track exposures relative to internal and external regulatory

limits.

w Set limits for user-defined analytics across multiple levels of

aggregation.

w Extract any data – static or derived.

w Perform pre-trade risk compliance checks based on

liquidity, factor exposures or any user-defined formula.

SCALABILITY & SPEED

ANALYTICS & STRESS TESTING

RRC is used by the world’s leading financial service firms because it performs risk calculations on thousands of trades per second across millions of positions – and it is fully scalable.

RRC covers all asset classes and integrates with legacy

systems – effectively sitting on top of a firm’s own technology

system – and it comes packaged with all the real-time data required

to manage risk and deliver all desired levels of transparency.

RRC delivers:

w Streaming real-time summaries of trades, alerts and

operational data.

w Key metrics, such as VaR/NAV, best/worst P&L/NAV

or totals, across the firm.

w Additional granularity, including intra-day P&L, VaR graph,

profile information, sector and asset concentrations, and

stress test ladders.

w Full access to positions, pricing inputs, analytics, and

associated attributes.

In addition to hundreds of standard columns ranging from P&L decomposition to issuer classifications, Imagine provides a flexible analytic framework for monitoring risk and exposures.

w A wide range of exposures can be derived and calculated, for

example, Greeks, P&L and limits, as well as user-defined metrics.

w Users can stress test more than 50 historical scenarios, such as

Brexit, Enron, Flash Crash, and the 2008 financial crisis.

w Imagine’s stress testing functionality can shock more than

17 valuation parameters simultaneously.

w Users can calculate historical, parametric and Monte Carlo VaR

or both; historical VaR is calculated for each day over a

user-specified time interval.

w Both methodologies provide clients with full control over the

inputs and assumptions, and multiple scenarios can be

calculated in parallel (e.g. 95% vs 99%).

ABOUT IMAGINE SOFTWAREImagine Software, founded in 1993, provides real-time portfolio, risk management and regulatory solutions for the

world’s leading financial services firms in twenty five countries throughout the Americas, Europe and Asia-Pacific regions.

Imagine’s institutional-grade functionality and broad cross-asset instrument support underpins and drives entire front-

to-back risk management operations for businesses of all size and complexity. Imagine was the first to launch a cloud-

based portfolio and risk management system in 2000 to make it easy for clients to access, customize, and use the firm’s

extensive analytics and products.

Headquartered in New York City, Imagine has offices in Cleveland, Hong Kong, London, and Sydney. For more information,

visit www.imaginesoftware.com or contact Imagine Software at:

New York: + 212 317 7600

London: + 44 20 7440 0700

Hong Kong: + 852 3929 2288

Sydney: + 61 2 9350 8800

www.imaginesoftware.com NEW YORK LONDON HONG KONG SYDNEY CLEVELAND

Imagine’s flexible technology, coupled with our real-time data and analytics, enables us to compute and report portfolio margin.

The Imagine Margin Engine calculates portfolio margin using

various exchange rules, Portfolio Margin, or even a prime broker’s

house rules – allowing firms to better control and deploy capital.

The Margin Engine conducts a complete operational workflow

that incorporates Imagine’s trading system, data and library

of margin calculators. The functionality is integrated directly

into the Imagine platform, allowing calculations to be invoked

programmatically.

Clients can simultaneously perform bespoke stress tests, for

example, “what will my margin be if a particular market event

occurs?” Users also have complete visibility into the calculations,

as well as the ability to change or add to them.

w Plug-and-play style rule updates create efficient workflow

administration.

w Custom reporting supports transparency needs.

w Scales for growth with Imagine’s powerful risk and portfolio

management engine.

With trading frequencies nearing a continuum and regulatory

demands becoming increasingly taxing, Imagine’s RRC solution

enables firms to better conduct high-volume business. With the

ability to add their own models and what-if stress tests to our

platform for proprietary needs, firms can respond to regulatory

preferences for external model-based solutions.

COMPUTE & REPORT MARGIN