Margin Analytics Software

How to achieve...

Competitive advantage through

Active Margin Management

Regulation has made trading derivatives significantly more complicated & more expensive for Hedge Funds.

15+ of the word’s top hedge funds

Saving through OpenGamma Analytics

including

$54bn AUM

Multi-strat

$26bn AUM

Fixed Income RV

$15bn AUM

CTA

$11bn AUM

Global Macro

Established links with key industry infrastructure
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OpenGamma-Investors-JPX
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We are used by 5 tier one banks and more than 20 buy-side firms across the globe

UNIQUE COVERAGE OF LCH, CME, EUREX, JSCC and SIMM

Transforming margin management to generate competitive advantage

On a daily basis, portfolio managers and operations managers make decisions that impact the effectiveness of derivatives. Under new regulation, existing processes inevitably lead to multiple inefficiencies.

OpenGamma allows clients to identify these inefficiencies, improve the margin process – reducing costs and consequently improving performance.

Active Margin Management

Our enhanced margin solutions follow four key principles. Each step enables firms to optimise stages of the process by eliminating inefficiencies and generating alpha.

1. Challenge Everything. 

Providing clients with the tools to validate broker / CCP margin calls, reducing the costs associated with posting excess margin.

2. Track Consumption.

Enabling clients to allocate consumption of margin at a granular level (PMs, Strategies, Positions) – providing transparency into the key drivers of capital / cost.

3.Remove Inefficiency. 

Rebalancing of client positions between counterparties / CCPs, maintaining identical market exposure for less margin.

4. Prevent Inefficiency.

Pre-trade comparison of margin impact allows clients to factor post-trade costs into pre-trade decisions, preventing the build up of margin inefficiency.

Explain

Allocate margin consumption to portfolio managers

View initial margin (IM) requirements for hundreds, or even thousands of accounts across your firm. It allows you to understand attribution and netting benefits at lower levels of granularity that would otherwise not be possible with broker/CCP statements alone.

Rebalance

Compare the margin impact of all available options pre-trade

Reduce margin by moving bilateral positions to a cleared environment or by moving cleared risk between brokers or CCPs. Our ‘rebalance’ screen provides actionable risk transfers based on pre-defined optimisation scenarios with embedded constraints. You can also assess the impact of on-boarding new brokers and track potential savings on a daily basis.

 

What-If

Take identical market positions with less margin.

Achieve pre-trade efficiency by optimising margin for pre-defined amounts of risk across brokers and CCPs. Clients can optimise margin for de ned strategies, such as curve and convexity trades and butterflies. In addition to calculating spot margin, we provide forward margin costs in bps for the lifetime of the trade.