OpenGamma for Asset Managers

Under new regulations, derivatives now require daily margin, impacting the liquidity position of the firm.

OpenGamma enables Asset Management firms to find the balance between efficient margin funding and guaranteed liquidity, by helping Collateral Managers, Operations and PMs manage margin proactively.

  • Liquidity Management: Determine how much cash is needed to meet margin requirements 
  • Capacity Management: Establish your available trading capacity
  • Best Execution: Discover the most cost effective place to trade
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Trusted by the world’s largest derivatives users

“This new solution provides us with the ability to proactively manage our derivatives book as efficiently as possible.”

Lars Dreier
Senior Portfolio Manager

“This is a natural add-on to the partnership we have had with OpenGamma on cleared derivatives for almost two years. Margin analytics is becoming more and more important for our business and OpenGamma provides the necessary tools for us to do these analytics.”

Thomas Kolling
Senior Portfolio Manager

“We’re constantly on the lookout for the right technology to drive efficiencies, and so are very excited to be partnering with OpenGamma. Their solution will form an important part of our overall approach to delivering operational efficiencies for derivatives for our clients.”

Josh Ratner
Head of Operations

Our Product Features 

Reconcile Initial Margin & Variation Margin calls against margin statements

Attribute Initial Margin, Variation Margin and cash to strategies and PMs

Predict tomorrow’s margin calls

Right-size cash buffers to meet margin calls in stressed markets 

Simulate the margin impact of new trades

Reduce Initial Margin requirements by optimising allocation across clearers and exchanges

OpenGamma for UMR compliance

OpenGamma has been SIMM licensed since 2017 and has been helping Phase IV, V and VI firms with:

Threshold monitoring 
(AANA and SIMM)
Sensitivities and
SIMM calculation
SIMM reconciliation
Backtesting and benchmarking
SIMM Optimisation
Year Established
Products
Team Size
Clients

Asset Class Coverage: 

Rates, FX Credit, Commodity, Equity 

Our trusted partners

IHS Markit Logo
Eurex Logo
TradeWeb Logo
Chicago Mercantile Exchange (CME) logo
Japan Exchange Group Logo
Curve Global

Our Modules

Forecast

Forecast both short- and long-term margin requirements, and back-test our cash buffer recommendations to increase your capital efficiency.

What If

Calculate margin requirements, funding costs, fees and commissions for new trades across exchanges and clearers, to minimize the costs of trading.

Validate

Reconcile positions and margin requirements to reduce operational overheads and errors. 

Download our recent Ebooks and White Papers

2019 UMR impact analysis research report 

This report summarises the findings of our Uncleared Margin Rules (UMR) impact analysis that we performed on behalf of 15 clients over 6 months during 2019. 

Get in touch

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