Margin Analytics Software

Do you...

Work at a pension fund?

Did you know you could save 53% in initial margin by clearing now? Here's how...

Post-crisis regulations have and will continue to increase capital requirements, with over $2 trillion additional margin predicted to be posted by 2020 globally. This will radically change how your firm trades derivatives over the next 2 years, making it more costly and complicated:

post-crisis regulation graph

For every pension fund that trades derivatives bilaterally, the arrival of uncleared margin rules (UMR) in September 2019 and 2020 will make central clearing much more cost-effective.

Our latest analysis shows pension funds can save up to 53% in initial margin by choosing to clear voluntarily ahead of the introduction of UMR. This is a cost saving of 0.7 bps for a 10 year trade, which increases to 1.8bps for 30 year trade.

Read the report here >

We are used by 5 tier one banks and more than 20 buy-side firms across the globe

Unique coverage of the four rates CCPs, including EUREX and JSCC and SIMM

How you can save margin

Our Margin Solution allows pension funds – like you – to make better trading decisions by letting you:

01
Identify opportunities to reduce initial margin

An 18% reduction ($28.8m) is available by more efficiently allocating risk between brokers.

02
View the risk moves providing the largest IM reductions

The top recommendation to move 20Y exposure from CITI to GS results in a $15.3m IM reduction.

03
Act on it

Drill down to view existing trades that best fit the recommended risk move, and generate porting instructions in the CCP format.

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Simple Set-Up

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We have you set up in hours. At no cost.
Removing all risk.

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Data Input

Integrating your data is our problem not yours

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Simulations

We run millions of calculations using our proprietary analytics

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Results

Actionable recommendations for immediate cost savings

As seen in