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.
OpenGamma has been SIMM licensed since 2017 and has been helping Phase IV, V and VI firms with:
Forecast both short- and long-term margin requirements, and back-test our cash buffer recommendations to increase your capital efficiency.
Calculate margin requirements, funding costs, fees and commissions for new trades across exchanges and clearers, to minimize the costs of trading.
Reconcile positions and margin requirements to reduce operational overheads and errors.
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.