\ For Initial Margin Compliance

Complete support for meeting Initial Margin obligations.

Easily calculate your inputs, manage your margin calls and resolve your disputes with one simple trade file.

Powered by OSTTRA triCalculate & OSTTRA triResolve Margin

\ Initial Margin Compliance
\ Initial Margin Compliance

End-to-end IM support

Calculate your IM exposure and get the transparency you need, regardless of whether you are monitoring IM or exchanging collateral daily. Used by in-scope firms across all phases, our solution allows you to focus more on risk and less on manual processing.

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An automated IM process

Our triCalculate service supports calculation of underlying risk sensitivities for a comprehensive range of OTC products. Results are available in the industry-standard CRIF format, allowing IM to be calculated by either SIMM™ or Schedule model. IM exposure is fed automatically to triResolve Margin, where a fully automated workflow allows you to manage IM agreements, monitor exposure and seamlessly exchange IM margin calls with counterparties. Benefit from automated connectivity via SWIFT to your preferred triparty, custodian or MTU. Identify and resolve IM differences via use of the industry platform, IM Exposure Manager.

A seamless solution

Calculate inputs

Load a simple trade file and triCalculate will generate sensitivity calculations, create CRIF file output and calculate IM via SIMM™ or Scheduled model.

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Threshold monitoring

Load a simple trade file and triCalculate will generate sensitivity calculations, create CRIF file output and calculate IM via SIMM™ or Scheduled model.

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Manage your calls

Automatically capture IM exposure amounts, calculate margin calls and enable automated exception-based margin call exchange.

Resolve disputes

Connectivity to Acadia’s Initial Margin Exposure Manager™ allows you to reconcile sensitivities, identify issues and find resolutions to any IM differences, thus minimizing future disputes.

Read our comprehensive guide that
makes Initial Margin compliance easy

Understanding
the 50 million
threshold

Firms are not required to complete legal documentation and custodian arrangements until they breach the 50 million threshold with each of their counterparties. Until that point, you are required to monitor IM exposure, potentially opening the door to a lighter path to IM compliance.

Case Study | How we supported a phase 5 client to set up an IM monitoring solution

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Another phase 5 firm required connectivity to IM infrastructure, improved workflow support, electronic messaging for margin call exchange, and replacement of legacy processes with automation.

Case Study | How we were selected to replace the firm’s existing in-house collateral system

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OSTTRA has helped us cope with the IM requirements in a very efficient and manageable way. The solution provides an easy-to-use workflow and allows us to operate high levels of STP with its out-of-the-box integration with both MarginSphere and Acadia’s IMEM. Together with IM sensitivity calculations generated by triCalculate, the integrated services provide a perfect overview via a single GUI.”

PHASE 2 Initial Margin Firm

Benefits of our Initial Margin Compliance service

One simple file trade

Upload a single trade file to calculate your risk sensitivities and initial margin.

Easy onboarding & connectivity

Full integration of all services out-of-the-box allows rapid on-boarding.

IM experts

Manage your complete IM needs with a single partner offering IM calculation, margining and dispute resolution.

Cost efficient

Our transparent pricing model is pay-as-you-go with no hidden fees.

Swift connectivity

Direct connectivity to the major triparty agents via SWIFT for sending instructions as well as receiving status messages and end of day reports.

Automation

End-to-end collateral management process, including dispute management.

Webinar Recording

UMR Planning and Challenges –
All your questions answered in 40 minutes

 

 

Listen to our on-demand webinar to hear from our panel of regional industry participants as they share best practices and recent experiences with UMR planning. They address the challenges firms face as they prepare to meet key deadlines and cover the important decisions firms need to make.

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Contact our team of Initial Margin experts

To find out more about our end-to-end post-trade solutions, please share your details with a short message and we will get in touch with you soon.

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