Colline CCP provides transparency for OTC derivatives and listed transactions

London, England -- (SBWIRE) -- 03/24/2011 -- Lombard Risk Management plc (LSE:LRM) ("Lombard Risk"), a leading provider of integrated collateral management, liquidity and regulatory reporting solutions for the financial services industry, today announced the release of Colline® CCP (Central CounterParty) - proactive collateral management for centrally cleared transactions.

This latest version of Colline CCP has been developed to meet the demand for a real-time unified view of centrally cleared and bilateral trades of all product types. Colline CCP's real-time platform aggregates and compares Mark-to-Market trade valuations by central counterparty, principal and independent valuation across product types, meeting a market need to understand and optimize capital opportunity at the time of trade.

Helen Bramley, Product Manager, Lombard Risk explains:
"We developed Colline CCP working closely with clearing houses and customers to deliver a consolidated view of risk and costs associated with the clearing of OTC derivatives and listed transactions. Given the increasing complexity of managing and reporting cleared and uncleared trade populations, understanding credit risk from a total cost perspective becomes a necessity and once employed, a competitive advantage for our customers. Transparency of data is key."

Colline CCP provides clearing brokers, direct clearing entities and financial institutions with the calculation, validation, reconciliation, workflow and reporting capabilities they need to proactively manage counterparty credit risk and facilitate the handling and flexible reporting of omnibus and segregated trade populations required by evolving regulatory regimes worldwide.

John Wisbey, CEO, Lombard Risk said:
"With the move of OTC derivatives transactions to futures industry infrastructure, margin costs are expected to rise significantly. Given these increased costs, it is more important than ever to manage collateral proactively and expertly. Colline CCP provides our customers a sophisticated view of their counterparty risk and the tools to manage that risk in every way that is required by internal, clearing and regulatory concerns."

Colline CCP data management and exception processing tools were designed to be responsive and flexible for those who must grapple with complex OTC trade characteristics within existing futures industry frameworks.

Colline's powerful margin management and reporting tools allow clearing entities of all stripes to undertake OTC trades with confidence and onboard new clients with ease.

Colline CCP: Light Application, Heavy-weight Features:

• Proactive Real-time Unified View of CCP and Bilateral Trades

• Comparison of Valuation MTM by CCP, Principal and Independent Valuation

• Powerful Reconciliation Features

• MTM Tolerances - Proactively Set and Validate CCP vs Principal Trade Flow

• Dedicated CCP Dashboard

• Enhanced, Fully Automated Event-Driven Workflow by CCP, on Segregated and Omnibus Basis

• Calculate and Validate Relationship Exposure and Manage Up, Down and Across Organizations

• Clearing Broker Specific Functions- Initial and Variation Margin and Settlement Management and Reporting

• Trade Searching by CCP, MTM Difference and Valuation Type

• Robust, Flexible CSA and Clearing Agreement Set-up and Maintenance

• Colline CCP by Lombard Risk, the Collateral Management Experts

About Lombard Risk
Lombard Risk enables firms in the financial industry significantly to improve their approach to managing the risk in their businesses. Founded in 1989 and headquartered in London, Lombard Risk has offices in New York, Shanghai, Hong Kong and Singapore. Our clients include banking businesses - over 20 of the world' s "Top 50" financial institutions, almost half of the banks operating in the UK, as well as investment firms, asset managers, hedge funds, fund administrators and large corporations worldwide.

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Lombard Risk Management plc is pleased to announce an Update on Trading for the current financial year ending 31st March 2011.

London, UK -- (SBWIRE) -- 03/14/2011 -- Lombard Risk Management plc (LSE:LRM) ("Lombard Risk"), a leading global provider of collateral management, liquidity and regulatory reporting and compliance solutions for the financial services industry, is pleased to announce an Update on Trading for the current financial year ending 31st March 2011.

The board is pleased to announce that trading during the first ten months of the financial year to 31st March 2011 has been positive and the company is currently trading in line with market revenue and earnings expectations for the full financial year.

Significant deals have been won in the last three months:-

• Another large German bank bought COLLINE to automate its repos, OTC and stock lending collateral management and risk mitigation by consolidating multiple asset classes into a single workflow

• A European financial institution replaced a vendor system with (STB)-REPORTER to provide regulatory reporting for its Singapore and Hong Kong branches, both of which are experiencing new and more complex regulatory demands.

Overall Lombard Risk has signed in excess of 30 contracts in the UK for its liquidity regulatory solution - a total believed by the board to be "well ahead of the number closed by any competitor".

The Lombard Risk liquidity solution meets the FSA's latest regulations which require the results of stress tests to be included in the reports; a 'new' element of regulatory reporting resulting from the financial crisis. This is achieved with a combination of (STB)-REPORTER (for regulatory reporting) and LISA (for scenario analysis and stress testing).

John Wisbey, CEO of Lombard Risk says:
"The company has ambitious growth plans for the next few years which are backed up by a strong sales pipeline and greatly strengthened sales and marketing teams."

"Market and regulatory developments around OTC derivatives being cleared on exchanges and consequent changes in the structure of the derivatives markets make this a time for banks and market participants to be looking at upgrading their legacy collateral systems, and we believe the company is well positioned to take advantage of this structural change.

In addition Lombard Risk has a good opportunity from 2012 onwards to benefit from mandatory expenditure on regulation including Basel III and Solvency 2."

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Lombard Risk expands senior management team by hiring new CFO / Group Sales and Marketing Directors

London, England -- (SBWIRE) -- 02/28/2011 -- Lombard Risk Management plc (LSE:LRM) ("Lombard Risk"), a leading global provider of integrated collateral management, liquidity and regulatory reporting and compliance suite of web-deployable solutions for the financial services industry, today announced the appointment ofthreekey executives to join the existing senior management team in leading the company through the planned expansion followingthe rapid growth experienced in 2010(34% rise in revenues in half year to September 2010).

PaulTuson, chartered accountant with 20 years' post-qualification experience in industry and commerce, including four at KPMG, joins Lombard Risk as Chief Financial Officer and has been appointed to the board of directors. He has previous CFO experience with three AIM-listed companies, executed two successful IPOs and recently acted as Finance Director for Aspire Technology Ltd that was successfully sold to Synnex Corporation. Paul says "Having been interim CFO of Lombard Risk for 5 months, I am delighted to have been appointed as full time CFO at what I believe to be a key phase in the company's development, and I look to the future with much optimism."

Philip Stanning has joined as Group Sales Director. Philip ha held senior positions in banking and other software companiesincluding Temenos where he was responsible for building the sales and pre-sales organisation across initially Northern Europe, Middle East and then globally across Asia and America. From his taking the initial role in 1998 with Temenos, revenues grew from $23m to in excess of $160m in 2005. Philip says that "Lombard Risk have an excellent value proposition that is ideally suited to the needs of the market, whether local branch institutions or multi-national Tier 1 global banks – and a superb list of referenceable clients."

Rebecca Bond returns to Lombard Risk as Group Marketing Director from FRSGlobal where she was VP Marketing in a period of growth that culminated in the firm's trade sale to Wolters Kluwer Financial Services in late 2010.Rebecca has successfully taken similar financial software firms through significant periods of expansion. Her experience in the financial services software marketplace includes periods in senior positions at Iris Financial, Asset Control, QUMAS and most recently FRSGlobal. Her knowledge, particularly in the areas of risk and regulatory compliance, well equips her to manage corporate communications for the Lombard Risk group. She says "I'm delighted to be back at Lombard Risk. Our collateral management solution (Colline) greatly extends the regulatory reporting and stress testing offering already being enjoyed by Lombard Risk's clients, and will be a big differentiator when it comes to firms selecting an integrated solution to manage operations to the level management and regulators are demanding to provide better oversight."

These appointments follow the strengthening of the Lombard Risk team in 2010 through the appointment of Philip Crawford as Chairman and Sherry Isenberg as Managing Director, Americas and other senior appointments.

John Wisbey, CEO, welcomes this new team on board, saying "Successful companies in our space need outstanding people, products and services. Our significant improved mid-year results have already confirmed that Lombard Risk has great products and services, and with these threehigh quality appointments we have further strengthened what was already an excellent team".

"Lombard Risk has ambitious growth plans for the next few years and an impressive sales pipeline. Market and regulatory developments around OTC derivatives being cleared more on exchanges and consequent changes in the structure of the derivatives markets make this a time for banks and market participants to be looking at upgrading their legacy collateral systems and there will be additional mandatory expenditure on Basel III and Solvency 2 in the next two years."

About Lombard Risk – http://www.lombardrisk.com(London Stock Exchange: LRM)
Lombard Risk enables firms in the financial industry significantly to improve their approach to managing the risk in their businesses.

Our award-winning solutions enable the financial industry to improve the management and reporting of counterparty, collateral, trading and liquidity risk; financial crime detection; and global regulatory compliance reporting, including Basel III.

Solutions are based on web-based technology allowing them to be easily deployed to a global user base. Each feature integrated workflow that has customisable straight-through- processing rules which drives exception-based management principles, meaning that clients who use our solutions are more focused, effective and efficient at their day-to-day business operations, reducing total-cost of ownership and maintenance, and allowing cost savings or valuable time to be spent on other activities.

Founded in 1989 and headquartered in London, Lombard Risk has offices in New York, Shanghai, Hong Kong and Singapore. Our clients include banking businesses -over 20 of the world's "Top 50" financial institutions, almost half of the banks operating in the UK, as well as investment firms, asset managers, hedge funds, fund administrators and large corporations worldwide.

The Lombard Risk solution suite is developed and supported by an extensive team of risk and financial experts and includes:

COLLINE® -collateral management. Ahighly sophisticated, web-based real-time collateral management solution that facilitates efficient management and straight-through- processing of the entire margin call and reconciliation process.With support for advanced master-netting, electronic messaging, collateral optimisation and bespoke calculations the system helps organisations manage their collateral risk or positions better whether on a bi-lateral basis or via a central counterparty (CCP)

LISA® -scenario analysis and stress testing. Built using state-of-the-art technology with a powerful web-based graphical user interface, LISA is a solution that can satisfy new liquidity risk management requirements and support growing regulator demands for timely and reliable information. Stress-based scenarios may be user programmed into the system which then provides a real-time graphical model of the unstressed and stressed scenario with full drill-down transaction reporting.

(STB) Reporter -regulatory reporting. The ideal solution for all automated regulatory reporting requirements. With full support for key supervisory computations including capital adequacy (Basel II and III), large exposures and, combined with LISA, provides a comprehensive solution for global regulatory reporting with the stress and scenario testing.Reporter has a central regulatory data model and fully integrated and flexible inbuilt data integration (ETL) tools that allow seamless integration to any upstream or downstream system.

The Lombard Risk software solution suite also includes OBERON® trade capture and valuation, Firmament® credit and equity valuation and STB-Detector® AML and customer due diligence.

Contact: Tel: +44 (0)20 7593 6700

John Wisbey Chief Executive Officer John.Wisbey@LombardRisk.com
Rebecca Bond Group Marketing Director Rebecca.Bond@LombardRisk.com

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