Capital efficiency for
all Derivatives Users.

Reduce margin requirements resulting from the use of derivatives.


Post-2008 regulatory changes have made derivatives less effective as these products consume an increasing amount of capital.

Working with Clearing Houses, Banks, Clearing Members, Buyside Firms and software vendors for over 10 years, OpenGamma has implemented

solutions for all derivatives users to allow them to reduce capital inefficiencies and preserve liquidity.


Price MVA pre-trade.

Reduce lifetime margin requirements pre- and post-trade.

Increase the transparency of margin methodologies.



reduction in margin requirements.

10 years

experience working with exchanges and clearing houses.


of users leveraging OpenGamma's simulation tools.

Bank XVA desks.

Pre- and post-trade lifetime
margin optimisation.

  • Challenge

    Higher interest rates and increases in margin requirements over time have pushed banks to price the lifetime cost of financing margin in client trades.

  • At the same time, it is hard for XVA desks to identify optimisation opportunities for house books  across products, clearing houses and entities.

  • Solution

    OpenGamma allows banks to compute MVA pre-trade based on lifetime margin requirements, and provides optimisation recommendations to remove margin inefficiencies post-trade.

"Because margin calculations are critical to many front-, middle-, and back-office roles in the life of a cleared transaction, we look for products and services from entities like OpenGamma, which can provide CME tools to our mutual clients."

Sunil Cutinho


Asset Managers.

Increase efficiency pre- and post-trade.

  • Challenge

    It is easy for Portfolio Managers to make trading decisions that result in inefficient use of capital, across bilateral and cleared products at different clearing houses.

  • Solution

    OpenGamma allows firms to improve capital efficiency with automated solutions to determine best execution pre-trade, and remove inefficiencies post-trade.


Increase transparency into existing and
new margin methodologies.

  • Challenge

    As clearing houses roll out new VaR-based methodologies, the impact on margin requirements for clearing members and clients can be material depending on their portfolios.

  • Assessing and explaining the impact of margin methodology changes can be challenging as end-users require high levels of transparency on the drivers of margin.

  • Solution

    OpenGamma has worked with a number of Clearing Houses to provide implementations of new margin methodologies and member tools to increase end-user visibility into margin requirements.



Increase returns by identifying margin and financing cost reduction opportunities. Execute our recommendations with automated workflows.