Margin Analytics Software for Asset Managers

Do you...

work at an asset manager?

We could lower your lifetime funding cost of margin in just 2 weeks…

Post-2008 regulation has radically changed derivatives markets. Trading practices have changed, costs are rising, and every firm will soon be posting hundreds of millions of dollars of investor assets to third parties.

As a result, asset managers are now faced with a number of challenges, which include:

  • Increased cost of using derivatives.
  • More operational complexity.
  • More collateralisation bringing more credit risk.
  • Limited supply of liquidity and balance sheet capacity from bank counterparties.

So, asset managers need now – more than ever – advanced analytics that allow them to:

  • Maintain control of investors’ assets: As you post more and more margin, you have a fiduciary responsibility to your investors to check that you are posting the right amount.
  • Allocate collateral costs: With derivatives costs rising, it’s critical to be able to allocate funding costs back to specific accounts or portfolio managers.
  • Trade more efficiently: Compare alternatives to express risk at minimal cost.
  • Manage clearing capacity: Track IM limits imposed by bank counterparties to ensure that you can to express the required risk.

Scroll down to see how the product works

We are used by 5 tier one banks and more than 20 buy-side firms across the globe

Unique coverage of the four rates CCPs, including EUREX and JSCC and SIMM

Our Margin Solution allows asset managers – like you – to make better trading decisions by letting you:

Increase clearing capacity

Our ‘rebalance’ module helps you to reduce margin requirements by moving cleared risk between brokers and CCPs, or moving bilateral positions to a cleared environment. 

Express risk more efficiently

 Our ‘what-if’ functionality allows you to optimise margin costs across brokers and CCPs for pre-defined amounts of risk, by calculating margin in bps for the lifetime of the trade and exposing savings.

 

Allocate collateral costs

Through our ‘explain’ module, you can break down your margin into lower levels of granularity (such as sub-accounts, product type or strategy), which is not possible with clearing broker statements alone.

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Simple Set-Up

Get Going.
Fast.

We have you set up in hours. At no cost.
Removing all risk.

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Data Input

Integrating your data is our problem not yours

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Simulations

We run millions of calculations using our proprietary analytics

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Results

Actionable recommendations for immediate cost savings

As seen in