Phase 3 User stories by Priyank Zalani https://padlet.com/pzalani/vi7z57okmd9i PZ en-us 2016-06-23 00:44:52 UTC 2016-07-07 00:52:50 UTC hello@padlet.com https://padlet-assets.s3.amazonaws.com/icons/Planets.png 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115281268 2016-06-23 00:48:03 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115281268 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115282388 2016-06-23 01:03:00 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115282388 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115282737 2016-06-23 01:12:17 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115282737 As a .... user, I require all CP/Account unique clearing & trading identifiers from different markets are available in one place for better reporting pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115283375 2016-06-23 01:25:44 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115283375 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115283695 2016-06-23 01:29:25 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115283695 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115283988 2016-06-23 01:34:24 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115283988 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115470460 2016-06-27 01:07:55 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115470460 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115473636 2016-06-27 02:05:52 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115473636 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115474806 2016-06-27 02:19:51 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115474806 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115485351 2016-06-27 05:56:22 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115485351 As a .... user, I need ability to identify whether a previous call for additional collateral has been settled intraday pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115485894 2016-06-27 06:12:04 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115485894 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115486133 2016-06-27 06:19:19 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115486133 As a .... user, I require EOD collateral valuations happen in CMS to allow me to decide whether to call for or refund collateral pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115486623 2016-06-27 06:27:39 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115486623 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115710334 2016-06-30 01:07:34 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115710334 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115710999 2016-06-30 01:20:37 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115710999 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115726029 2016-06-30 05:43:35 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115726029 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115727125 2016-06-30 06:19:09 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115727125 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115727905 2016-06-30 06:44:52 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115727905 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115728631 2016-06-30 07:02:05 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115728631 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115728797 2016-06-30 07:06:22 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115728797 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115728851 2016-06-30 07:08:00 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115728851 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115876348 2016-07-04 01:59:54 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115876348 As a .... user, I require a realtime configurable interface for market data relevant to valuation of ETD and OTC products pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115930569 2016-07-05 03:50:57 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115930569 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115987292 2016-07-06 06:49:06 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115987292 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 pzalani https://padlet.com/pzalani/vi7z57okmd9i/wish/115987823 2016-07-06 07:08:08 UTC https://padlet.com/pzalani/vi7z57okmd9i/wish/115987823