An 18% reduction ($28.8m) is available by more efficiently allocating risk between brokers.
The top recommendation to move 20Y exposure from CITI to GS results in a $15.3m IM reduction.
Drill down to view existing trades that best fit the recommended risk move, and generate porting instructions in the CCP format.
Track Hidden Costs
Analyse the explicit and implicit costs that need to be disclosed to investors to be compliant with MiFID II.
Allocate both the explicit costs (fees) and implicit costs (bid-offer spreads) to every strategy.
Drill into any strategy to identify costs at the most granular level, and download a MiFID II-compliant costs disclosure report for your investors.
Increase Buying Power
Receive an independent assessment of the profit (RoA) that each bank returns on your business.
For each broker, get an independent view of clearing fees required to hit different broker return hurdles
Drive down margin costs
Trade efficiently by understanding margin requirements pre-trade at different CCPs
Identify the CCP with the lowest initial margin for common trades and strategies
Lower financing costs
Price client trades with an accurate view of the spot and lifetime initial margin costs in basis points
Compare risk transfers between CCPs based on the respective MVA costs. Moving 100k 30y of EUR from LCH to EUREX saves 2.19 bps
Contact us for a free trial