Reduce risk by analysing the interaction between changes in portfolio composition and margin model parameters.
Track changes in the most influential risk factors contributing to your margin requirement.
Track the changes in the drivers of margin over time.
impacts your margin.
Margin models provide netting benefit between products and positions, but identifying the source of offsets can be difficult due to the lack of transparency of most margin models. OpenGamma analyses the drivers of margin for your portfolio and allows you to make better decisions on how to allocate capital.
There are a number of reasons why margin requirements may spike day-on-day. Understanding the reasons behind drastic increases in margin requirements allows firms to reduce their liquidity risk.
Margin requirements can vary drastically over time with portfolio changes and new margin rates set by the clearing houses. Analysing historical margin requirements for the portfolio allows firms to anticipate peak margin requirements and reduce the financing costs of sourcing capital at short notice.