Simulate the impact on liquidity and margin costs from position changes in your portfolio.
Reduce financing costs by selecting the cheapest option across exchanges, products and counterparties.
Maximise available capacity by allocating trades optimally.
Model The Impact Of Position Changes
Simulate the Impact of
New Trades on Margin Requirements.
Changes to your existing portfolio can lead to significant changes in margin requirements and financing costs. OpenGamma allows you to simulate the impact of adding, removing and editing positions - so you can assess the impact of new business, rolling or terminating positions.
Simulate All Potential Possibilities
Identify the
Cheapest Option.
Margin requirements and financing costs can vary greatly across products, exchanges and counterparties. Identifying the cheapest option for a new business requires a simulation of all the possible alternatives.
Factor Constraints Into Trade Allocation
Maximise Your Available
Trading Capacity.
Initial Margin limits can be a constraining factor for firms to put on new trades. OpenGamma allows firms to maximise their trading capacity by factoring limits and thresholds into their trade allocation process.
