Presentation 17012013

Sales & Distribution Solution for Private Banking and Wealth ManagementA Conceptual and Functional Overview

In 2012 we’ve signed on a few major projects with…

Dah Sing Private Banking & Wealth Management

Chong Hing Wealth Management

Citic Bank International Market Risk

Another Hong Kong Bank Wealth Management

Users in Hong KongUsers in Hong Kong

Dah Sing Private Bank & Wealth Management

DCD Sales & Distribution Solution

Deployed to RM across all branches in Hong Kong

Quote, Price and Execute DCDs with Dah Sing Traders

Replaced iMarkets & Fencis

PB and WM in Hong KongPB and WM in Hong Kong

Chong Hing Wealth Management

ELN and Equity valuation

Structuring system for Products team & Pricing system for RM

Backtesting and daily MTM valuation for Treasury

PB and WM in Hong KongPB and WM in Hong Kong

This solution will help you because it can…

Support vast range of PB and WM products (DCD, ELN, ELI, etc)

Perform trade analytic break down a trade pros and cons

Compare strategies to match the customer’s investment preferences

SD Sales & Distribution SolutionSD Sales & Distribution Solution


Quick and accurate indicative and hittable prices

Easy execution and booking

Generate statement and reporting



Sales Process Management Control

Operational Risk Management Control


Pre-Sales Modules

Sales Process Management Module

Operational Risk Management Module

Solution’s Extension ModulesSolution’s Extension Modules

Post Sales Modules

Deal Confirmation Generator

Statement & Reports

Traders Position Management (FX only)

MTM Report

Workflow Concept for a DCD Transactions

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Based on user setting, at this point the user can only calculate(or solve) for indicative price

Upon Calculating the GUI indicates that this is an indicative quote

Conceptual illustration onlyThis is specific to DCD transactions

Phase 1 – Get indicative quotePhase 1 – Get indicative quote

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After getting indicative quote, the RM can proceed to pre-trade check . At this point the RM cannot get firm quote or execute the trade

The RM is setting the customer details and click “submit”.SD can consider adding more fields for the check.The fields can be pre-populated with the last customer details.

Upon Receiving the PTC response, the dialog displays the result parameters and starts countdown for TTL. User then click “OK” to return to pricer (while maintaining the PTC results) or “cancel” to return to pricer without maintaining PTC results, in indicative mode


Phase 2 – Pre-trade CheckPhase 2 – Pre-trade Check

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Confirmation Info. Once the PTC information has been requested, this section will display the status (Passed or Failed) and a unique ID for the session.

Customer Detail Display. After the PTC has been initiated, the information retrieved will be displayed for verification. User will not be able to change these information as it is read-only.

User input fields. This is where user can input the check parameters for the PTC. These will be cached for the duration of the PTC TTL.

Pre-trade Check WindowPre-trade Check Window

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After passing the PTC, the PTC button is marked as “passed”. The button will still be enabled in case the user would like to go back to PTC (e.g.in case the customer would like to trade on a different account)


Phase 2 – Pre-trade CheckPhase 2 – Pre-trade Check

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After passing the PTC, the “Firm Quote” button becomes enabled


Phase 3a – Request for Firm Quote from auto quotePhase 3a – Request for Firm Quote from auto quote

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When clicking the firm quote, and based on user settings, the auto-quote rules will be validated and in case passed, a firm quote will be calculated. The result will be displayed as “Firm Quote” with indication of the TTL for the validity of the quote


Phase 3a – Request for Firm Quote from auto quotePhase 3a – Request for Firm Quote from auto quote

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In this scenario, it is assumed that the RM already committed to the customer for enhanced yield (e.g. 7%) and therefore would like to solve for the conversion rate for that enhanced yield


Phase 3b – Get Firm Quote from Solver (Conversion Rate)Phase 3b – Get Firm Quote from Solver (Conversion Rate)

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In this scenario, it is assumed that the RM already committed to the customer for enhanced yield (e.g. 7%) and therefore would like to solve for the margin for that enhanced yield


Phase 3c – Get Firm Quote from Solver (Margin)Phase 3c – Get Firm Quote from Solver (Margin)

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At this point the following conditions are met:1.PTC passed successfully and is within its TTL2.Auto quote rules checked and passed successfully3.Firm quote /solver returned price that does not violate margin rules 4.The firm quote is within its TTL

Based on all above conditions Execute button becomes enabled.

This button will become disabled again in case one of the following happens:1.User is changing ANY of the deal details2.PTC TTL expired3.Firm Quote TTL expired

Based on user’s setting, the execute button will perform a silent deal capture and will open the external (Axisoft) confirmation window


Phase 4 – Execute and BookPhase 4 – Execute and Book

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Pricing Table BuilderPricing Table Builder

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Creating a Pricing TableCreating a Pricing Table

DSB Treasury would first open the pricing table from either the SPX or the SDX screen to open the pricing table.

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PT with Fixed Deposit CCYPT with Fixed Deposit CCY

DSB Treasury can customize the table parameters, such as the horizontal and vertical axis, the result display, 3rd and 4th dimension parameters. Options include •Conversion rate•Currencies•Expiry (Tenor)•Notional•Enhanced Yields in %

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DSB Treasury can also customized the steps and display for the parameters.

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DSB Treasury can edit other pricing table by opening it here and adjusting the parameters.

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DSB Treasury can also open multiple pricing tables for comparison by jumping between tabs.

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PT with Fixed Deposit CCY and PipsPT with Fixed Deposit CCY and Pips

As part of the enhancements for DSB, SuperD will use our best commercial efforts to allow for the results to display based on movements in pips

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Editing Pricing Table TenorsEditing Pricing Table TenorsDSB Treasury customize the different tenor options available on the pricing table.

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Editing Pricing Table CurrenciesEditing Pricing Table CurrenciesDSB Treasury customize the different term currency available for display on the PT

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Save the Pricing TableSave the Pricing Table

Once the PT design is finalized, DSB Treasury can save it into the system. Once saved, it will be available to the RMs at SPX.

Permission can be set as to which group gets to access which Pricing Table.

There is no limit to how many pricing table DSB can have.

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Pricing Table UserPricing Table User

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Opening a Pricing TableOpening a Pricing Table

Once the user has logged on to the SPX platform, they can open the Pricing Table by clicking the “Pricing Table” button on the top menu.

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Opening a Pricing TableOpening a Pricing Table

If DSB Treasury has defined multiple PT (in this example by Deposit Currency), the RM should select the table that is most relevant

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User Pricing Table – Single Deposit CurrencyUser Pricing Table – Single Deposit Currency

Once the table is opened, the RM can see the name of the table he is viewing. In this example, it is a table with HKD as the deposit currency.

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Since the user has no editing rights, user will not be able to change the display parameters. However they will be labeled so RM knows what each axis represents.

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In this example, the vertical axis displays the various term currency (editable by DSB Treasury) and its relevant spot at the time the table is opened.

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The horizontal axis represents the strike displayed as pips away from spot.

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Activating the Pricing TableActivating the Pricing Table

To active the table, the RM simply input the deposit (notional) amount, and select the appropriate tenor, press “F2” or click “Calculate” on the top right corner.

The system will factor in the recommended margin for that notional and tenor when calculating the indicative yield.

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Displaying Results on the Pricing TableDisplaying Results on the Pricing TableResults (Enhanced Yields) will be displayed within the cells of the table. The results are click-able and RM can selects the yield the customer wants.

Clicking on the cell will bring up a new SPX pricing window but with the deal parameters already populated. The RM would simply follow the original workflow to execution.

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Opening More than one Pricing TableOpening More than one Pricing Table

RM can open another PT by clicking “Open”. This will bring them to the same menu at the start where they choose the relevant deposit currency.

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Opening More than one Pricing TableOpening More than one Pricing Table

The newly opened PT will be displayed on a separate tab within the same window. RM can jump between tabs.

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Traders / Product ManagersTraders / Product Managers

Product structuring Interface

Advance product development tools

Analze product’s performance

Upload spreads and deposit rates

Create and distribution product termsheets

Equity Autocallable Template Shown

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• Strategy generation for single and multi-expiry structures

• Customizable catalogue• Back testing of performance• Branded trade idea creation

Analyze product’s performanceAnalyze product’s performance

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Use the Compare Product functionUse the Compare Product function

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Portfolio structuring pagePortfolio structuring page

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• Multi- expiry structuring within a single page (no need for multi-leg scrolling)

• Strips of different side by side• Collapse-expand of strips• Quick and simplified solving• Template saving to enable distribution of bank’s key structures• Pricing table support for stripped structures• Custom menu building• Wider instrument coverage e.g. TARNs• Fast addition of new instruments e.g. double window barriers

Portfolio structuring pagePortfolio structuring page

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Back Testing- Uses historical market data to analysed how the structure would have performed if entered in the past over a specified period

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Decision Support Tool: Use the Compare Strategies function as a tool to push strategies

European trigger FWD Ex

American FWD Ex

Risk Reversal

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Decision Support Tool: Use Back Testing to analyse triggers and barrier levels

- Back Test a One Touch or a European Digital

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Historical Analysis/Relative Value - Multi asset decision support tool

Analyse skewed volatility for up to 10 years: Historical vs. Implied

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Term Sheet Generation

Extension Module: Trader Position Management (FX-only)

• Customizable fields display

• One click columns sort

• Lifetime actions management

• Flexible deals display ‒ By Book\Portfolio

• Ad-hoc criteria-based “Search and Display”

• Criteria-based group of deals (“Dynamic Portfolio”)

• Full deal history, editing of any field, load to Pricer

Blotter

• 1st and 2nd generation Greeks ‒ Numeric and Theoretical

• ”Auto Refresh”‒ Constantly updated‒ Real time market rates

• Risk Limits - Online alerts

• Save customized reports

• Drill down capability‒ Analyze each risk by tenor

Risk Management / Spot Ladder Screen

See how your position is affected by changes in the spot rate

TV Delta

Numeric Delta

• Spot Ladder Drill Down‒ Opens in a new tab

• Double click for option details

• Load back to Pricer for investigations and analysis

Risk Management / Spot Ladder Drill Down

• 1st and 2nd generation Greeks ‒ Numeric and Theoretical

• ”Auto Refresh”‒ Constantly updated‒ Real time market rates

• Risk Limits - Online alerts

• Save customized reports

• Drill down capability‒ Analyze risk for each trade

Display of all currency pairs in a Book / PortfolioShows current position status (with current spot rate)

Risk Management / Position Summary Screen

Operational Reports

Operational Reports / End of Day Management

EOD checklist

•Shows tasks that should be completed by the trader at the end of every day

•Simply navigate to the appropriate screen.

• Customizable fields display• One click columns sort• Flexible deals display

‒ By Book\Portfolio‒ By Buy\Sell

• Decision recommendation • Bulk Execution

Auto Exercise / Expire

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MTM Valuations

Extension Module: Sales Process Management (SPM)

This module is ideal for WM managers who wants to…

Eliminate sales risk of the RM

Improve sales training & management

Improve sales process efficiencies

Meet regulatory standards & compliance

SPM ModuleSPM Module

The extension allows WM business manager to…

Listen to the sales process via Audio recording

Watch the sales process via on-screen recording

Search and trace back specific part of the sales process

SPM ModuleSPM Module

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SPM Module Flow

PSTN or VoIP

Internet

Bank’s own PABX

SPM Module

Integration Adapter

RM Workstation

Audio-Visual Merging

Internet

RM Desk RM Mobile

RM Tablet

Business Manager

Merged Records

RM’s SD interface

For more information or a live demonstration, contact your account manager.

To register for a trial account, go to https://www.superderivatives.com/registration.aspx

https://www.superderivatives.com/registration.aspx

Presentation 17012013

Documents

firm quote solver

getthe quote

autoquote rules

auto quote rules

ptc ttl

ptc button

sd sales distribution

dcd transactions01221310