Key Features and Benefits
Perform Real-Time Margin Calculations:
Quickly and accurately calculate initial margin requirements using risk sensitivities, ensuring compliance with regulatory standards.
Optimize Collateral Usage:
Analyze and manage collateral inventory to select the least expensive and best-suited securities for trades, freeing up capital for reinvestment.
Monitor Margin Thresholds:
Track initial margin exposures across counterparties to avoid breaches of regulatory thresholds, enhancing risk management.
Enhance Transparency and Flexibility:
Access source code for customization, perform margin decomposition, and conduct what-if analyses to simulate and optimize collateral impact.