Trusted Initial Margin monitoring and calculations for regulatory compliance and best practices
The mandatory exchange of initial margin for uncleared derivatives under BCBS/IOSCO guidelines is driving the need for accurate and fast margin calculations. To efficiently manage portfolio margin, firms need the ability to monitor their IM threshold exposure, quickly assess the impact of proposed trades and calculate accurate initial margin for completed trades.
Our Initial Margin Calculation Service provides margin calculations within our existing Portfolio Valuations interface for OTC derivatives. We use the standard ISDA Standard Initial Margin Model (ISDA SIMMTM) to deliver accurate calculations based on our trusted OTC derivatives valuations and risk sensitivities.
Key facts of the service:
- 10+ years track record of providing valuations services
- 400+ clients worldwide handling a wide array of portfolios
- Offering industry leading market data and analytics
- New features to ensure scalability and enhanced performance
- Experienced and geographically diverse customer support teams
- Transparency through any service level offered
In an increasingly complex environment where both variation and initial margin need to be exchanged, we offer integrated solutions for managing the collateral workflow. Our Initial Margin Calculation Service operates seamlessly with Collateral Manager, our cloud-based solution for collateral management.
- Connectivity – Take advantage of end-to-end initial margin management, with support for CSA management, integrated trade data inputs, and our collateral management solution, as well as third-party integrations with SWIFT and AcadiaSoft
- Accuracy – Our calculations are based on our industry-leading valuations and risk sensitivities, with accurate results and fewer counterparty disputes
- Consistency – One source for initial and variation margin calculations provides you with consistent NAV numbers and collateral management workflows
- Flexibility – Utilize our IM solution with your own risk sensitivity calculations and inputs, or outsource calculations to our expert team