Initial Margin Threshold Monitoring

Is your firm in scope for UMR, but not expected to exceed the regulatory threshold for initial margin (IM) exchange until a much later date – if ever? If so, IM monitoring is a simplified option that can help you achieve regulatory compliance.

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\ Initial Margin Monitoring

Benefits Coverage Contact

Is your firm in scope for UMR, but not expected to exceed the regulatory threshold for initial margin (IM) exchange until a much later date – if ever? If so, IM monitoring is a simplified option that can help you achieve regulatory compliance.

Depending on their regulator, firms may be able to take advantage of potential relief, which states that completed legal documentation and custodian arrangements are not required until they breach the 50 million threshold with each of their counterparties. Thus firms with smaller IM exposure are required to only monitor that they remain below the threshold, potentially opening the door to a lighter path to IM compliance. Active monitoring of your IM exposure versus an internal tolerance amount will help you to identify when, if at all, you need to prioritise CSA documentation and custody account setup.

We understand that there is no ‘one size fits all’ which is why we offer a flexible IM threshold monitoring solution – choose the option that suits your firm’s requirements; easily moving from one method to another as your business needs change.

Service

IM Compliance

Service

Initial Margin Analytics

Service

Collateral Management

Case Study

See how a European Bank is able to easily switch from IM monitoring to active margin call management, using the same dashboard they use for VM

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A flexible solution for every need

	Option 1	Option 2	Option 3
IM Calculation Method =	IMTM / Internal	triCalculate	triCalculate / IMTM
IM Calculation Monitoring Method =	triResolve Margin	triCalculate	triResolve Margin
Calculate IM internally	✔
Calculate IM via schedule/grid		✔	✔
Calculate IM via SIMM		✔	✔
Receive CP IM (SIMM/schedule) calculation via IMTM or IMEM	✔		✔
Set IM monitoring tolerance	✔		✔
Receive notification when IM exceeds tolerance	✔		✔

Coverage

Monitor IM exposure using counterparty IM, or own internal calculation

Upload own internal IM calculation,
or/
Receive counterparty IM in triResolve Margin via Acadia’s IMTM or IMEM
Receive automated notification when IM exposure exceeds tolerance in triResolve Margin

Calculate own IM exposure

Load trades to triCalculate
triCalculate calculates IM exposure for in-scope trades using SIMM or Schedule
Monitor IM exposure via triCalculate report

Monitor IM exposure using own or counterparty valuation

Load trades to triCalculate
triCalculate calculates IM exposure for in-scope trades using SIMM or Schedule
Receive counterparty IM in triResolve Margin via Acadia’s IMTM or IMEM
Receive automated notification when IM exposure (own or CP) exceeds tolerance in triResolve Margin