# data[].attributes.headline
As a .... user, I require realtime notification of any breach of defined limits, warnings or any defined trigger points to be sent out to set of users

# data[].attributes.subject
As a .... user, I require realtime notification of any breach of defined limits, warnings or any defined trigger points to be sent out to set of users

# data[].attributes.headline
As a ... user, I require update of operation processes and interfaces to support multiple markets and operating hours as well as ensure consistency of data across various systems

# data[].attributes.subject
As a ... user, I require update of operation processes and interfaces to support multiple markets and operating hours as well as ensure consistency of data across various systems

# data[].attributes.headline
As a .... user, I require a realtime configurable interface for market data relevant to valuation of ETD and OTC products

# data[].attributes.subject
As a .... user, I require a realtime configurable interface for market data relevant to valuation of ETD and OTC products

# data[].attributes.headline
As a .... user, I require that Additional initial margin requirements based on capital based position limits computed as per prescribed configurable algorithm be available on realtime basis to allow us to call for or refund collateral

# data[].attributes.subject
As a .... user, I require that Additional initial margin requirements based on capital based position limits computed as per prescribed configurable algorithm be available on realtime basis to allow us to call for or refund collateral

# data[].attributes.headline
As a .... user, I require that realtime valuation of all OTC & DSF positions at account level as per prescribed models to allow calculation of variation margin requirements to allow us to call for or refund collateral on realtime basis

# data[].attributes.subject
As a .... user, I require that realtime valuation of all OTC & DSF positions at account level as per prescribed models to allow calculation of variation margin requirements to allow us to call for or refund collateral on realtime basis

# data[].attributes.headline
As a .... user, I want the ability to apply ad-hoc changes to price and/or volatility of security or groups of securities to view realtime impact on collateral valuation & margin requirements 

# data[].attributes.subject
As a .... user, I want the ability to apply ad-hoc changes to price and/or volatility of security or groups of securities to view realtime impact on collateral valuation & margin requirements 

# data[].attributes.headline
As a .... user, I want ability to apply ad-hoc changes to OTC position or group of positions to view realtime impact on margin requirements

# data[].attributes.subject
As a .... user, I want ability to apply ad-hoc changes to OTC position or group of positions to view realtime impact on margin requirements

# data[].attributes.headline
As a .... user, I require a configurable set of initial margin add-on exposure per ETD futures position account be computed as per prescribed algorithm and be available on realtime basis

# data[].attributes.subject
As a .... user, I require a configurable set of initial margin add-on exposure per ETD futures position account be computed as per prescribed algorithm and be available on realtime basis

# data[].attributes.headline
As a .... user, I require that all OTC IRD cashflow settlement amounts including coupons & principal exchanges be generated to allow us to generate settlement notices to CP's on time

# data[].attributes.subject
As a .... user, I require that all OTC IRD cashflow settlement amounts including coupons & principal exchanges be generated to allow us to generate settlement notices to CP's on time

# data[].attributes.headline
As a .... user, I require Additional initial margin requirements based on stressed exposures as per prescribed algorithm be computed per account based on configurable stress scenarios  and compared against Stress limits to allow us to call for or refund collateral on realtime basis

# data[].attributes.subject
As a .... user, I require Additional initial margin requirements based on stressed exposures as per prescribed algorithm be computed per account based on configurable stress scenarios  and compared against Stress limits to allow us to call for or refund collateral on realtime basis

# data[].attributes.headline
As a ... user, I require realtime valuation and allocation of all collateral to respective accounts and CPs as per defined collateral allocation algorithm to enable calculation of shortfalls & collateral erosions 

# data[].attributes.subject
As a ... user, I require realtime valuation and allocation of all collateral to respective accounts and CPs as per defined collateral allocation algorithm to enable calculation of shortfalls & collateral erosions 

# data[].attributes.headline
As a .... user, I require that intraday initial margin for OTC derivatives based on new positions and/or market movements should be computed in Sentinel on configurable HSVaR based method and available on realtime basis to allow me to decide to call for or refund collateral

# data[].attributes.subject
As a .... user, I require that intraday initial margin for OTC derivatives based on new positions and/or market movements should be computed in Sentinel on configurable HSVaR based method and available on realtime basis to allow me to decide to call for or refund collateral

# data[].attributes.headline
As a .... user, I require EOD collateral valuations happen in CMS to allow me to decide whether to call for or refund collateral

# data[].attributes.subject
As a .... user, I require EOD collateral valuations happen in CMS to allow me to decide whether to call for or refund collateral

# data[].attributes.headline
As a ... user, I require that intraday initial margin for ETD futures based on new positions and/or market movements should be computed by SPAN and be available in Sentinel on periodic basis to allow me to decide to call for or refund collateral

# data[].attributes.subject
As a ... user, I require that intraday initial margin for ETD futures based on new positions and/or market movements should be computed by SPAN and be available in Sentinel on periodic basis to allow me to decide to call for or refund collateral

# data[].attributes.headline
As a .... user, I need ability to identify whether a previous call for additional collateral has been settled intraday 

# data[].attributes.subject
As a .... user, I need ability to identify whether a previous call for additional collateral has been settled intraday 

# data[].attributes.headline
As a .... user, I require that configurable initial margin add-on exposure be computed for each account with ETD position and be supplied to CMS for aggregation at each EOD

# data[].attributes.subject
As a .... user, I require that configurable initial margin add-on exposure be computed for each account with ETD position and be supplied to CMS for aggregation at each EOD

# data[].attributes.headline
As a ..... user, I required that  EOD initial margin for ETD futures be computed based on SPAN method at account level and supplied for aggregation to CMS

# data[].attributes.subject
As a ..... user, I required that  EOD initial margin for ETD futures be computed based on SPAN method at account level and supplied for aggregation to CMS

# data[].attributes.headline
As a ..... user, I require EOD initial margin for OTC IRD to be computed based on configurable Historical VaR (HSVaR) method at account level in sentinel and supplied for aggregation to CMS

# data[].attributes.subject
As a ..... user, I require EOD initial margin for OTC IRD to be computed based on configurable Historical VaR (HSVaR) method at account level in sentinel and supplied for aggregation to CMS

# data[].attributes.headline
As a .... user, I require comprehensive account level risk information available on a realtime basis in a manner that allows me to do additional analytics as well as generate various internal & external reports

# data[].attributes.subject
As a .... user, I require comprehensive account level risk information available on a realtime basis in a manner that allows me to do additional analytics as well as generate various internal & external reports

# data[].attributes.headline
As a ......., I require that additional margin requirements based on prescribed algorithm be computed per account for configurable stress scenarios & capital based position limits and provided for aggregation each EOD

# data[].attributes.subject
As a ......., I require that additional margin requirements based on prescribed algorithm be computed per account for configurable stress scenarios & capital based position limits and provided for aggregation each EOD

# data[].attributes.headline
As an .... user, I want to view the impact of my proposed changes to ETD/OTC positions on my consolidated margin requirements so I can understand if I have enough collateral to cover or compare margin requirements to other clearing house

# data[].attributes.subject
As an .... user, I want to view the impact of my proposed changes to ETD/OTC positions on my consolidated margin requirements so I can understand if I have enough collateral to cover or compare margin requirements to other clearing house

# data[].attributes.headline
As a .... user, I require all CP/Account unique clearing & trading identifiers from different markets are available in one place for better reporting

# data[].attributes.subject
As a .... user, I require all CP/Account unique clearing & trading identifiers from different markets are available in one place for better reporting

# data[].attributes.headline
As a ..... user, I need a realtime view of the consolidated risk exposure based on intraday market movements and/or new positions of CP's in ASXCLF so that I can decide whether to call for or refund collateral

# data[].attributes.subject
As a ..... user, I need a realtime view of the consolidated risk exposure based on intraday market movements and/or new positions of CP's in ASXCLF so that I can decide whether to call for or refund collateral

# data[].attributes.headline
As a ...... user, I need a view of the end of day consolidated risk exposure of CP's in ASX CLF so that I can decide whether to call for or refund collateral

# data[].attributes.subject
As a ...... user, I need a view of the end of day consolidated risk exposure of CP's in ASX CLF so that I can decide whether to call for or refund collateral

# data[].attributes.headline
As a ..... user, any one of the 'defined' changes I make in sentinel needs to be approved by a supervisor to ensure we are audit compliant

# data[].attributes.subject
As a ..... user, any one of the 'defined' changes I make in sentinel needs to be approved by a supervisor to ensure we are audit compliant