Real-Time Portfolio Margin

Overview

The Genesis Real-Time Portfolio Margin (RTPM) solution is a multi-asset margin management platform that gives prime brokers a real-time view of margin and portfolio risk. 

It connects with trading systems, market data sources and portfolio accounting systems like SS&C Advent Geneva, to give prime brokers a holistic view of client exposures and tools with which to monitor and manage margin utilization.   

By replacing slow and disconnected processes, RTPM enables up-to-the-minute risk calculations across asset classes – helping prime brokers to make better-informed decisions about margin and provide better service to clients through proactive communication and sharing live portfolio-driven data. 

Industry Challenges

• Disparate Risk Data Sources: Margin and risk related data are spread across multiple systems – OMS platforms, market feeds, and internal tools – making it difficult to see a complete, real-time picture. 
• Manual, Delayed Margin Processes: Many firms use batch processing and end-of-day reports, limiting their ability to manage risk in real time. 
• Lack of Real-Time Visibility: Legacy systems don’t update margin continuously, increasing exposure to intraday risk. 
• Fragmented Technology Stack: Separate tools across teams lead to duplicated data, inconsistent insights, and operational inefficiencies. 
• Limited Client Transparency: Delays in margin management reporting make it hard to provide clients with timely, detailed updates, affecting trust. 
• Scalability and Adaptability Constraints: Older systems are difficult to customize or expand to support new products, rules, or client demands. 

User Benefits 

• Real-Time Margin Insights: Provides up-to-date views of margin usage, excesses, and shortfalls across clients and accounts to allow users to react to market events in real-time.  

• Unified Margin Management Platform: The solution combines start-of-day data with real-time market data, along with incoming trades from an OMS. As market prices fluctuate or new trades are executed, Genesis performs complex real-time calculations to determine updated client exposures and margin requirements. At a portfolio level, users can see open positions, multi-currency cash balances, margin utilization, along with overall excess or deficit calculations. 

• Automated Intraday Calculations: Users can monitor all active and past alerts, take ownership of margin call events, and manage resolutions – whether by contacting the client, posting additional funds, or liquidating positions.  
• Streamlined Margin Call Management: Offers a workflow to track, assign, and resolve margin calls, improving responsiveness and reducing missed actions. 
• Custom Dashboards & Alerts: Role-based views and configurable thresholds help teams focus on the most relevant data, when they need it. 
• Operational Efficiency: Automates capture of transactions, adjustments, and broker statement reconciliations to reduce errors and free teams for higher-value tasks. 
• Flexible Risk Controls: Supports intraday overrides, margin haircuts, and reconciliation with broker statements for better control and audit readiness. 
• Scalable for Complex Environments: Supports multiple prime broker models and asset classes, adapting easily to growth and regulatory changes. 
• Built-In Compliance & Audit Trails: Records all user actions and workflows for full traceability, supporting policies and audits. 

Features & Capabilities

• Start-of-Day Margin Load: Imports positions, cash balances, and account structures from core systems like SS&C Geneva to provide a reliable starting point for margin calculations.  
• Real-Time Trade & Market Data Integration: Captures intraday trades from OMS platforms and live market data for continuously updated exposures. 
• Live Margin Calculations: Performs real-time, multi-asset margin calculations at portfolio and sub-account levels, reflecting current trades and market prices. 
• Customizable Alert Engine: Alerts users when margin or risk limits are breached, enabling timely action. 
• Margin Call Workflow: Manages margin calls from alert through resolution, with tracking, audit logs, and task ownership.
• Intraday Adjustments & Overrides: Allows manual updates to positions or cash and applies margin haircuts during the trading day to react to market changes. 
• Analytics & Visualization Tools: Features interactive dashboards and charts to monitor margin usage, risk exposure, and portfolio trends in real time. 
• Multi-Broker Margin Model Support: Supports multiple margin methodologies across various prime broker relationships for complex, multi-prime model setups. 
• Reconciliation Tools: Enables detailed validation of internal margin calculations against broker statements for transparency and compliance. 
• Failed Trade & Upload Monitoring: Provides real-time alerts on failed data imports or trade mismatches to quickly resolve issues before they impact workflows. 

Integrations

• Core Record-Keeping Systems: e.g., SS&C Geneva for start-of-day positions and balances 

• Order Management Systems (OMS): Real-time trade ingestion for intraday updates 

• Market Data Providers: Live pricing from market data feeds

• Prime Broker Margin Reports: Imports and reconciles broker statements 

• Client Portals & Reporting: Branded, interactive portals with real-time access and communication 

• Communication Tools: Optional chat integrations for margin resolution workflows 

• SSO & Access Control: Secure user authentication via Okta, Active Directory, etc. 

Customization & Extensibility

• Extensible to other product types and asset classes 

Security & Compliance

• Enterprise-Grade Authentication: Supports SSO, OAuth2, JWT, and Active Directory, ensuring secure access control. 
• End-to-End Encryption & Auditability: AES-256 encryption for data at rest and in transit, with full audit trails for regulatory compliance. 
• Regulatory Compliance & Surveillance: Built-in compliance monitoring aligns with MiFID II, SEC, and FINRA standards, with real-time alerts. 

Performance Metrics & Scalability:  

• Cloud & On-Prem Scalability: Deployed on AWS, Azure, Google Cloud, or on-prem, supporting dynamic scaling.