midQORT

An automated middle office that provides monitoring and management of positions and risks for all markets and groups of participants, as well as calculation of financial performance broken down as required by a bank or investment company.


midQORT relies on the unique internal structure of accounts represented by the pair sub-account/personal account. Sub-accounts and personal accounts can be grouped to form analytical and virtual accounts, respectively.

Main Features

Structure of Accounts

midQORT relies on the unique internal structure of accounts represented by the pair sub-account/personal account. Sub-accounts and personal accounts can be grouped to form analytical and virtual accounts, respectively.

Position Management

midQORT allows for online calculation, monitoring and control of positions for all trade and non-trade operations with financial instruments of a company or bank and their clients.

Document Workflow

midQORT helps to maintain internal documents related to trading operations in a company or bank.

Management Reporting

midQORT system enables preparation of a wide range of analytical reports used to determine financial performance, review open liabilities, the structure of the portfolio, etc.

Calculation of the Financial Performance

A separate block of reports is related to financial results concerning positions and executed transactions.

Reconciliation

midQORT supports a range of service functions to reconcile data with other systems.

Integration

There are three methods for integrating midQORT with external systems.

Additional Modules

Spot Market Risk Management

The module is designed for monitoring and managing stock and FX markets risks of clients' and traders' operations and groups thereof.

Derivatives Market Risk Management

The derivatives market risk management module provides massive opportunities for addressing risk management issues on the derivatives market online.

FIX Integration

The module of FIX integration is designed for interaction between the QORT server and external software platforms by means of FIX protocol and uploading the received information to the QORT server.

VaR-analysis Module

VaR-analysis Module is designed for VaR risk assessment.

Module of integration with RU DATA

The module of integration with the database of financial instruments and issuers Reference United Data.

Module of integration with Cbonds Database

The module of integration with the databases of Cbonds group enables to obtain and use data on financial instruments and issuers.

Bloomberg DataLicense QORT Program Interface

The Bloomberg DataLicense QORT program interface allows to obtain and use information from Bloomberg in the program complex midQORT.

Bloomberg VCON drop copy QORT program interface

Bloomberg VCON drop copy QORT program interface allows uploading midQORT with the data on executed trades from the Bloomberg database. The data is transmitted via FIX protocol by BLOOMBERG PROFESSIONAL® service.

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