Positions
Counterparty & Swap Reconciliation
Match OTC derivative positions, valuations, and collateral movements between the fund and counterparties.
See it in actionCounterparty Status
91 matched
2 breaks
Goldman Sachs
FpML
24
trades
Matched
JP Morgan
ISDA
18
trades
1 break
Citi
CSV
31
trades
Matched
Morgan Stanley
FpML
12
trades
1 break
Barclays
ISDA
8
trades
Matched
The problem
Derivatives are data-dense. Even small notional or reset deltas can distort NAV or misstate exposure. Manual comparison of counterparty files against internal records is slow and error-prone.
1
What you're reconciling
PMS / OMS Counterparty trade file (ISDA, FpML, CSV)
Counterparty valuation reports Internal pricing model outputs
2
Common breaks
Trade ID mismatches
Reset dates off by one day
Notional or rate differences
Missing lifecycle events (e.g., reset not booked internally)
Boagent advantage
Pure attribute and value matching.
Boagent performs trade-level alignment without pricing or model logic. Flexible schema mapping means new counterparty templates can be onboarded in hours, not weeks.
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