Margin Reduction Through Portfolio Rebalancing.
OpenGamma’s reduce module enables post-trade risk optimisation by recommending changes for portfolio rebalancing, which help firms reduce their margin and financing costs. Run millions of simulations to identify ways to reduce your cost and review daily recommendations for execution.
Reduce capital requirements by up to 30% by identifying the most efficient products and strategies for the same level of risk.
Quantify the liquidity impact of moving positions between agreements.
Free up capital at short notice by finding capital-efficient new trades.
Identify Portfolio Inefficiencies
Reduce Capital Requirements.
OpenGamma’s Reduce module runs millions of simulations everyday to identify inefficiencies in your portfolio, and presents recommendations that help reduce capital requirements.
Tailored Recommendations To Each Desk
Select Trading Strategies
to Match Your Needs.
Define your own trading strategies - or use our recommended ones - and configure constraints to benefit from optimisation recommendations that can actually be executed. Our daily suggestions can be reviewed, edited and re-run on-demand to ensure they meet your requirements.
Leverage Our Workflow Capabilities
Seamless Execution
of Our Recommended Strategies.
Leverage OpenGamma’s workflow capabilities to remove any friction in executing our recommended margin reduction strategies.
