Analyse: Risk & Data Tools for Trade Exposure Insights

LSEG Post Trade Solutions provides services which can analyse all aspects of your margin and collateral by automating the calculating, testing and reporting of your portfolios.

Our Analyse pillar includes our Risk Suite to assist you with monitoring or exchanging regulatory initial margin, and centralised data management services which provide access to a repository of trade, margin and collateral data to optimise and centralise risk management.

IM Threshold Monitor

IM Threshold Monitor provides instant access to all of your regulatory IM exposures so you don't have to prepare for initial margin a moment earlier than you need to.

IM Risk Generator

IM Risk Generator eliminates the need for firms to calculate risk sensitivities or generate the Common Risk Interchange Format (CRIF) file in-house.

Pre-Trade Analytics

Leverage extensive product coverage to efficiently determine the impact new trades might have on existing IM exposure relationships.

IM Backtesting and Benchmarking

Including dynamic and static back-testing of ISDA SIMM™ and benchmarking SIMM™ to assist you in monitoring its effectiveness as a margin model.

Capital Calculation

Calculate your SA-CCR capital requirements with ease via our industry-standard Capital Calculation service.

Industry Risk Classification

Industry Risk Classification is an essential mapping tool for firms utilising ISDA SIMM™ for regulatory initial margin. The service determines the most commonly used credit and equity buckets across the industry for your ISDA SIMM™ calculation.

Data Exploration

Data Exploration leverages our central vantage point to create an industry standard for reporting and analytics – enabling us to analyse your market position and peer-group comparison metrics.

Access

Access connects you easily and securely to your vendor partners from agreement digitisation and online negotiation to Pre-Trade Initial Margin analysis tools and Initial Margin Optimisation.