TS Imagine has introduced a new module to its cross-asset platform, offering a fully integrated system for managing swap economics and risk. Designed for synthetic prime brokerage desks and asset managers, the solution replaces traditional end-of-day reconciliation with a unified, real-time intraday view. By consolidating swap positions and corresponding cash equity hedges within a single system, the module eliminates manual processes and significantly reduces operational overhead.
The module is available across TS Imagine’s existing suite, including SwapSmart, RiskSmart+, and TradeSmart. It provides users with immediate visibility into risk and hedge discrepancies while offering native P&L attribution. This architecture supports a broad range of instruments, such as total return swaps (TRS), basket swaps, and CFDs, and has already been validated by large institutional synthetic prime brokerage clients.
To assist with regulatory demands, the solution features embedded P&L attribution that automates Volcker Rule reporting. By providing full VO2 to VO11 decomposition, the system removes the need for manual overlays and streamlines compliance. This modular approach ensures that regardless of their role in the investment lifecycle, users can manage complex swap portfolios with greater accuracy and fewer reconciliation breaks.
Subscribe to our newsletter
