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ARQA Technologies 2012

backQORT. Automated back-office. ARQA Technologies 2012. Principal applications. Online evaluation and monitoring of positions Risk management by customers Risk management by counterparties Document flow Commission accounting Regulatory, Client, Internal Reports

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ARQA Technologies 2012

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  1. backQORT Automated back-office ARQA Technologies 2012

  2. Principalapplications • Online evaluation and monitoring of positions • Risk management by customers • Risk management by counterparties • Document flow • Commission accounting • Regulatory, Client, Internal Reports • Unified storage of all information • Integration with external platforms

  3. FORTS MOSCOW EXCHANGE MOSENEX SPIMEX AMEX BOVESPA CBOT Chi-X Europe OTC CME Local Exchanges EDX EUREX EURONEXT International Exchanges HKEx ICE CIScountries’Exchanges LIFFE UX LSE PFTS NASDAQ XETRA NASDAQ OMX KASE NYSE WSE OSE TSX SGX ETS Types of instruments/trading systems supported • Equities, Bonds, Derivatives • Organized and OTCmarkets • Money market instruments • Local and International exchanges • Trading with T+n settlement date

  4. Position keeping Operations • Trades • Trade executions • OTC orders • Coupon and bond redemption A position is tracked by factual, projected and analytic parameters: • Balance • Buy cost evaluation • REPO obligations • Forwardobligations • Today’s obligations • Collateral • Variation margin • Blocked Position • by assets • by depositaries • by account holders

  5. Position keeping • Stages of exchange trades are registered automatically • Stages of OTC trades are registered manually • Change of trading day is supported

  6. Risk management • Evaluation and monitoring of margin rates by accounts • Short position rollover • Reporting to exchanges • Margin call dispatch if a client’s margin approaches preset limit: • by email • by sms • to a QUIK terminal

  7. Risk management • Calculator for estimating client’s planned positions • Generating orders to close positionsand to rollover short positions • QUIK limits: • generated at start of a trading session • online correction during the trading session

  8. Commissions Types • For stock market transactions • For derivative market transactions • For OTC orders • For loans • For «voice» transactions • For services Actions • Debiting • Crediting • Blocking

  9. Reports • Types of reporting: internal, regulatory, for clients • Extended reports for detailed portfolio analysis • Simple revision of report forms • Open and documented information storage • Realization of any type of reports by a broker on the basis of unified information storage

  10. Client reports Types • Register of trades • Register of orders • Broker report by account • Asset Management report by account Forms of reporting • File showing Orders and Trades separately • Microsoft Excel or text format • Special format for Asset Management Report Parameters • For a specific date/period • By client subaccount/group of accounts Options • File for saving and printing • A terminal screen form • E-mail to a client

  11. Client reporting automation • Reportforming: • by aspecified number of clients • on schedule • by accounts with changes on a specified date • by accounts with cash flow for a specified period by marketplaces • Report archiving when sending by e-mail • Additional information messages • Delivery of reports made previously on demand

  12. Services and modules • Reconciliation with the exchange reports • Backdated data entry • System monitoring module • Role system and different levels of access for different roles • Unlimited number of terminals connected to a server • Service schedule

  13. Settlement support procedures • Support of different calendars for different trading systems and countries • Trade settlement schemes • Cash and delivery flow reports • Payment calendar

  14. TDB External Systems QORT QUIK • Online integration with external systems throughTemporary Data Base (TDB): • Transactions • Quotes • Directories Integration • Online two-way integration withQUIK

  15. Integration with external environment • Temporary database (MSSQL) for import and export: • fully documented structure and rules of operating for different types of information • online operation mode from the QORT side • Readable and fully documented main database (MSSQL) for third parties’ reporting • Text, dbf, xls, xml files used for data exchange • Any other type of integration on demand

  16. Uploading start positions and limits to QUIK • Receiving data on all transactions (orders, trades, unsettled trades, etc.) and market data from QUIK online • Automated corrections of QUIK positions based on OTC operations in QORT • User account in QUIK is created automatically based on client information in QORT • Integration with Non-Trade Module of QUIK to automate loading non-trade instructions from QUIK users to a back office, calculating taxes and correcting QUIK positions • Sending messages to QUIK users Integration withQUIK

  17. Contacts Sales and Marketing:+7 (383) 219–1619, sales@arqa.ru QORT support:+7 (383)219–1699, support@qort.ru quik.ruqort.ruarqa.ru

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