Speed
Standardized queries (reports that already exist in the system) have a reduced SLA compared to customized reports (request for items that do not exist in the system).
New Intraday Risk Report
New standardized report offers speed to the market.
We will make a new standardized Intraday Risk report available on SDH - Historical Data Services.
The data is currently available in the system, but only on demand. The standardization will bring delivery in a shorter time.
The initiative comes following a high demand in recent months for requests of customized queries for the Intraday Risk report.
Sign up and follow up the project
Product benefits
Learn more about Intraday Risk and query historical series.
Read more below.
The intraday risk management structure is responsible for the cyclical assessment (intraday) of all participants’ portfolios using the CORE (Closeout Risk Evaluation) architecture, which assesses the potential impact on each of the elements of the safeguard structure. This is very important in markets with a post-margin model, where it is critical to assess as soon as possible the impacts associated with the new set of executed trades.
Click here to learn more.
Click here to query daily bulletins, historical quotations of the spot market, derivatives, FX and fixed income.
Timeline
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03/03/2023
Go-live
Available to the market
Technical details
Catalog changes
No catalog changes
Main systems
SDH.
Main related functions
SDH.
Certification roadmap
No impact
What is the Sinacor version?
No impact
