Ensure you have sufficient liquidity by stress testing for margin calls.
Assess the impact of historical events on your cashflow.
Understand the sensitivity of your portfolio to margin risk factors.
Evaluate the Impact of Stress Scenarios
Ensure Liquidity Preparedness.
Assess the impact of stress scenarios on initial and variation margin requirements. This allows Treasury teams to ensure sufficient liquidity is available to meet margin calls in all market conditions, and avoid the need to liquidate positions.
Stress Test Your Current Portfolio
Learn From the
Past and Prepare
For the Future.
Understand how historical market events impact your current portfolio, and ensure you have sufficient liquidity available to withstand similar situations.
Understand the Impact of Market Changes
Increase Capital Efficiency.
Margin requirements are affected by changes in multiple market factors. Understanding how each of these factors impacts your liquidity requirements is critical to increasing the capital efficiency of your portfolio.
