\ For Post Trade Risk Reduction
Our portfolio optimisation services help firms reduce a range operational, counterparty and basis risks in portfolios, while keeping overall market exposure unchanged.
Our customers have eliminated more than $2,400 trillion in gross notional using our portfolio compression services, reducing both line items and their gross notional exposures. Counterparty risk optimisation helps to rebalance portfolios, reducing counterparty credit and systemic risk, while fixing and strike risk can be offset and managed through our multilateral basis risk optimisation service.
Portfolio Compression
Our risk-constrained network service offers multilateral compression for OTC derivatives. Terminate trades to reduce capital and operational costs for both cleared and uncleared OTC derivatives portfolios. Our service is available in all the major CCPs across 28 currencies for linear rates, inflation, cross currency, credit default and commodity swaps and in FX for FX Swaps, Forwards and NDFs.
Counterparty Risk Optimisation
An optimisation solution that maximises the use of capital and minimises the cost of funding. Optimise OTC derivatives portfolios by lowering initial margin funding costs and SA-CCR capital requirements, freeing up collateral, and reducing systemic risk. Our solution enables efficient use of operational resources for derivatives portfolios across FX, Interest Rates, Credit, Equity and Commodities.
Basis Risk Optimisation
Our state-of-the-art matching engine allows traders to execute FRA, SPS, NDF, Inflation and FX Option deals to help reduce fixing or strike risk. Resolve the challenges of managing basis risk in trading portfolios using our innovative solutions which focus on the second order risks, resulting from the structure of the instruments traded or the accumulation of imbalanced exposures over time.
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