Empowering Derivatives Users

Our cloud-based platform independently calculates the metrics that drive your derivatives trading and clearing cost

TRANSPARENCY THAT BUILDS CONFIDENCE

We provide the data and analytics you need to fully understand and optimise your derivative counterparty relationships.

THE COMPLETE PICTURE

New regulatory capital constraints are redefining provider and user relationships. We help buy and sell-side participants appreciate how this impacts pricing, working to build longer, more sustainable relationships.

THE OPENGAMMA DIFFERENCE

Our independent services provide an objective view of the all-in costs for derivatives users, helping the sell-side minimise their balance sheet usage and providing the buy-side with the information they need to make smarter counterparty decisions.

Understand

Explore the pricing, execution and clearing models that underpin the commercial relationships between market participants.

Compare

Line up the major clearing brokers and execution providers to compare the service you receive.

  • See how different commercial terms affect your spend
  • See strategy level margin and capital usage breakdown
  • Analyse the full cost of different asset classes e.g. cleared vs uncleared (TCA)

Optimise

Optimise your approach by using hard data to direct your business between counterparties.

 

Why now?

It’s a new world order - and that requires a fresh approach. With the pressure on banks’ business lines, relationships and pricing, it’s vital for all participants to possess the knowledge to make the sharpest possible decisions. That’s also why it’s never been more important to engage directly with counterparties. After all, in a complex regulatory environment, dialogue and knowledge go hand-in-hand to ensure that all sides of the trade benefit from a fair outcome.

 
 

OUR WORK

Our recent engagements have included the following regulatory solutions:

OTC CLEARING HOUSE MARGIN MODELS

(DODD-FRANK ACT, EMIR)

  • Major rates and credit CCP margin models
  • SIMM impact assessment of cleared vs uncleared
  • Clearing Impact analysis and training for buy­side firms

BILATERAL MARGINING MARGIN MODEL

(BCBS/IOSCO)

  • SIMM model (licensed by ISDA)
  • Model validation assistance
  • Impact analysis for cleared vs uncleared

OTC PRICING AND VALUATION

(BCBS/IOSCO)

  • Standardised valuation models
  • Bilateral derivatives valuation solutions for pension funds for swaps, swaptions, inflation swaps

REGULATORY CAPITAL

(DODD-FRANK ACT, EMIR)

  • CEM: Current Exposure method for counterparty credit risk
  • SA­CCR: Standardised counterparty credit risk
  • FRTB: SBA model implementation

 

OUR LEADERSHIP

Peter Rippon

PETER RIPPON

CHIEF EXECUTIVE OFFICER

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MAXIME JEANNIARD DU DOT

CHIEF OPERATING OFFICER

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JONATHAN SENIOR

CHIEF TECHNOLOGY OFFICER

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JOE MIDMORE

HEAD OF SALES

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MARC HENRARD

HEAD OF QUANTITATIVE RESEARCH

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Recent blogs

Insights, tips and industry commentary from the team behind the world’s first production-grade, open source, risk management platform.

 
 

Contact

Get in touch to find out more about OpenGamma
Email: info@opengamma.com

 
 

LOCATION

London

Albert House
256-260 Old Street
EC1V 9DD info@opengamma.com +44 20 3725 3333