Post Trade Solutions
Our Initial Margin Optimisation service, delivered by Quantile, recently reached a new milestone by delivering record-breaking performance across all three asset classes.
The records were driven by our advanced algorithms and extensive network, which includes dealer banks, regional banks and buy-side firms. As more participants join, we can unlock even greater optimisation potential across the entire network.
The service materially reduces cleared and uncleared initial margin – with recent runs seeing a 10-15% YoY increase.
What Initial Margin Optimisation is and does
Our market-leading optimisation service helps you reduce counterparty risk and initial margin (IM) funding costs.
This is achieved through advanced algorithms that analyse the risk between participants in cleared and uncleared portfolios, and then rebalance portfolios with new, market-risk-neutral trades, which reduce risk and release capital.
The service can be used across various cleared and uncleared portfolios, including FX, interest rates and equities.
Some key features include:
- Flexible optimisation – the ability to customise your optimisation by setting parameters like risk, notional and resource metric constraints
- Open connectivity – add your own data sources through APIs to streamline the process
- Quick runs – our rapid process is complete within five hours
- Extensive network – a rapidly growing network which includes global and regional banks, as well as buy-side firms
- Complimentary testing – free testing so you can visualise your results before making a commitment
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