Over the past few years, trading firms have had to deal with unprecedented volatility. As this becomes the norm, rather than the exception, Baringa and OpenGamma explore how trading firms can reorganise themselves to better manage margining risk in this new environment.

In the whitepaper we explore:

  • Integrating margin costs into risk management and financial forecasting
  • Considering margining and financial liquidity risks in commercial and trading decisions
  • The technological capabilities required to implement the framework and operating model