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Optimise counterparty risk exposures and reduce the cost of funding IM and Capital requirements, while mitigating systemic risk. A multi-target solution for maximum efficiency.
Optimise counterparty risk exposures and reduce the cost of funding IM and Capital requirements, while mitigating systemic risk. A multi-target solution for maximum efficiency.
Counterparty credit risk impacts a firm’s cost of trading due to SA-CCR capital requirements, RWA, Leverage Ratio and Initial Margin, facing bilateral counterparties and clearinghouses.
We can help reduce counterparty and systemic risks and enable more efficient use of operational resources according to your individual preferences. A multilateral solution to provide optimum efficiency, our service is supported by the largest network of dealers optimising IM/UMR and Capital/SA-CCR exposures for FX, Interest Rates, Equity Credit and commodities. Web-based, with no software installation necessary, we use a simple, trusted and uniform process, allowing you to achieve more scalability without increasing resources.
Our easy to use solution enables you to address the key issues that drive the cost of maintaining a portfolio simultaneously:
Dave Bolatin, Global Head of FICC Capital & Portfolio Optimisation at Goldman Sachs
Multi-target
Optimise the target(s) that are most relevant for you and customise the outcome according to your preferences.
Capital optimisation
Reduce capital requirements for SA-CCR and RWA & free up operational resources.
IM reduction
Reduce the cost of funding initial margin across all asset classes, facing bilateral and CCP counterparties.
Scalable
Optimise in our growing network without hidden fees via our transparent pay as you go pricing model.
Easy to use
Be live within a day, our web-based service requires no installation and offers a high level or automation.
Integrity
Information security focus with 20 years of experience managing client data, ISO 27001 certified and global 24/5 support.
Managing counterparty credit risk is a key activity for the industry today; Different firms move at different speeds and have different preferences. Multilateral optimisation is the only scalable way to efficiently manage the challenge.”
Erik Petri, Head of Optimisation
Webinar-on-demand
Risk exposure data from customers and third party golden records is uploaded using automatic data transfer and/or API.
Cutting edge algorithm generates customised risk package to meet clients’ individual optimisation targets and preferences.
Leveraged market standard STP functionality, use API or book new trades using in-house solution.
New trades offset and reduce cost of funding IM, capital costs associated with capital buffers
& counterparty credit risk.
| Benefit | FX | Rates | Equity | Commodity | Credit |
| Initial Margin Optimisation |
✓ | ✓ | ✓ | ✓ | ✓ |
| Capital Optimisation |
✓ | ✓ | Coming soon | Coming soon | Coming soon |
| Cleared Exposures |
✓ | ✓ | Coming soon | Coming soon | ✓ |
Related Service
Included service
Unlike non-cleared margin exposures, bilateral RWA and Leverage Ratio exposures are not actively reconciled by the industry. Exposures are therefore less aligned, which negatively impacts the efficiency of optimisation and therefore, the ability of the market to actively manage and bring these exposures down.
To counter this, we now offer capital exposure reconciliation – a centralised service to reconcile SA-CCR and capital exposures. Customers can benefit from improved counterparty credit risk data quality, enabling our client network to compare and verify the size and direction of exposures, and thus to increase the efficiency and accuracy of capital optimisation.
Reduce operational risk and cost by lowering gross notional and eliminating line items.
Access centralised XVA risk calculations across credit, debt, funding, margin, capital and collateral.
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.
A member of our team will contact you.
