Due to current increased market volatility, it’s crucial that firms have an understanding of how treasury can maintain control of liquidity; ensuring that margin calls are accurate, identifying the cause of daily margin changes and sizing cash buffers in order to maintain sufficient credit lines. Without following industry best practices, firms can find themselves over-paying margin by 100’s millions of dollars, with little idea of why it has increased – leaving them in short supply of cash to support this.
In this webinar, OpenGamma experts investigate what optimal margin management looks like under the current volatility; exploring the techniques you can use today to maintain liquidity and offering insight on how firms can forecast, and properly prepare for, the impact of future market shocks.
In this session, we cover:
- Margin Validation: The impact of incorrect margin on liquidity.
- Margin Forecasting: Forecasting future liquidity requirements.
- Margin Optimisation: Reducing margin to free up liquidity.