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IM Risk Generator

Calculate and generate risk sensitivities.

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  1. Overview
  2. Features & benefits
  3. Supported workflows
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A seamless workflow in one simple step

We generate your risk sensitivities

IM Risk Generator eliminates the need for your firm to calculate its own risk sensitivities or generate the Common Risk Interchange Format (CRIF) file. This service frees-up resources for higher-value tasks and reduces effort spent developing and maintaining bespoke processes in-house. Fully integrated to IM Exposure Manager, IM Risk Generator provides a seamless workflow.

Sensitivities calculations across your portfolio

Using the IM Risk Generator service achieves a unique, automated, straight-through process beginning with streamlined position data inputs and ending in a completed margin call. Our broad set of market data enables calculations across your entire trade portfolio.

In addition, through its integration with Initial Margin Exposure Manager (IMEM), the IM Risk Generator service facilitates a seamless workflow enabling a user to perform only one simple step – submitting position details – that drives the calculation of initial margin requirements and culminates in collateral transfer.

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Features & benefits

Easily generate risk sensitivities

business-finance/large/bank

Use proven technology and methodology without impacting internal resources

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Supports entire ISDA SIMM™ end-to-end process

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Standardised market data sourced from independent providers

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Lower costs through mutualisation

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A comparison tool that validates internal processes

Supported workflows

Index Decomposition

Decompose index-based trades allowing them to be represented as sensitivities to the underlying components rather than the index itself to reduce the cost of margin.

More on Index Decomposition

Driving the derivatives industry forward

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By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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