Trusted by the world’s leading financial firms
Allocate the cost of capital and margin to business units, desks, strategies and traders
Incentivise capital-efficient behaviours across the firm.
Fair and transparent methods for margin allocation using the same models used by CCPs, prime brokers and counterparties.
Compute the Contribution of Each Desk and Trader
Allocate Margin Financing Costs.
Rising interest rates are increasing the cost of financing margin, and allocating margin financing costs
to desks and traders requires an allocation methodology to compute the contribution of each desk and trader.
to desks and traders requires an allocation methodology to compute the contribution of each desk and trader.
Fair and Transparent Allocation Methods
Ensure Positions
Are Rewarded.
Allocating netting benefits to desks and traders requires fair and transparent allocation methodologies to ensure that the positions providing offsets with the rest of the portfolio are rewarded.
Allocate All Of Your Margin
Charge Margin Costs
Across All Asset Classes.
Allocate margin financing costs across all of your agreements, products and counterparties. OpenGamma offers unique model coverage to ensure that you can charge margin financing costs across all asset classes.
