OBS-GDH covers the special requirements of Treasury dealing, settlement and management. This includes:

• the online management and presentation of
  • Position in dealt currency per maturity
  • Cross currency position, interest position and average interest rates, etc.
  • Position per dealer and profit centre
  • Online P&L
• the online limit monitoring and presentation of the risks:
  • Online Interest sensitivity reports and Futures Equivalent
  • Value at Risk reporting
  • Booking of market equivalents
  • Counterparty, Group and Country limit monitoring

OBS-GDH supports the following products:

• Foreign Exchange dealing
  • Spot, Outright / Future, Swap
• Currency Options
• Money Market
  • Fixed term and Call
• Fiduciary
  • Fix term pooled and unpooled, Call
• Interest derivatives
  • FRA's
  • Interest Rate Swaps
  • Cross Currency Swaps
  • Interest Futures
  • Interest Options (Caps, Collars, Floors, Swaptions)

The dealers can themselves record the dealt deals in the system. Deals done in Reuters Dealing, EBS Dealstar and UBS IB are automatically loaded into OBS-GDH. This module also supports the recording of all client deals in the client dealing front office online screen. The client deal recording is aided by the automated superimposed values for the fx and interest rates (Quote Engine) with freely configurable margins per client group. Position changes from other systems (e.g. OBS-WPS, OBS-ZAV, OBS-KRE or third party systems) are automatically passed to the dealers in order to update his position.

Transaction data is enriched with the pre-recorded standard settlement instructions (SSI) and the STP workflow process automatically routes the transaction to the settlement department. Confirmations and payments are prepared automatically and routed out through the pre-defined channel (SWIFT, Letter, Fax, etc) to the counterparty or paying body. As far as possible the complete process is STP with manual intervention only for correction.

OBS-GDH supports all required SWIFT message-types for both payments and confirmations. Incoming messages are also processed based on the automated workflow and in full STP.