Margin Analytics Software

Drive down your margin costs

Margin

Reduce the cost of maintaining CCP margin calculations. In partnership with the major CCPs, our solution has the broadest OTC CCP coverage available in the market and covers the top 10 global derivatives CCPs.

No.1 provider of OTC margin calculations for Tier 1 banks

5 of the top 10 global banks use OpenGamma to reduce their initial margin costs.

Margin
Allocate

Incentivise efficient use of margin to reduce funding costs by allocating to desks and traders

Margin
What-If

Evaluate the incremental margin for new trades with greater precision to win client business

Margin
CCP Switching

Reduce margin costs by identifying opportunities to switch exposure between CCPs

Margin Product Tour

Explore how the world’s best firms use OpenGamma to drive down their margin costs. See it in action.

Margin
What-If

01
Understand the incremental margin for new trades

Trade efficiently by understanding margin requirements pre-trade at different CCPs

02
Understand the incremental margin for predefined trades

Identify the CCP with the lowest initial margin for common trades and strategies

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Margin
CCP Switching

01
View Incremental Lifetime Margin Costs (MVA)

Price client trades with an accurate view of the spot and lifetime initial margin costs in basis points

02
Identify CCP Switch Opportunities

Compare risk transfers between CCPs based on the respective MVA costs. Moving 100k 30y of EUR from LCH to Eurex saves 2.19 bps

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Simple Set-Up

Get Going.
Fast.

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

  • Tier 1 Bank, Head of Collateral Optimisation
    "We are now able to attribute the cost of initial margin to thousands of desks and traders within minutes, whilst also reducing our technology spend"
  • Tier 1 Bank: Head of CVA
    “OpenGamma has enabled us to automate the inclusion of the cost of margin into new deal pricing processes across all the main Rates CCPs"
  • Tier 1 Bank, Business Manager, Rates Trading Desk
    "Through using OpenGamma’s derivatives analytics, we have removed the internal overhead of producing implied CCP-switching spreads across the 4 main Rates CCPs"

Contact us for a free trial