Cassini launches new Margin Analysis Service

Cassini Systems, a market leader in pre and post trade margin and lifetime cost analytics for derivatives trading, extend their offering with the launch of a new Margin Analysis service.

Launched in response to strong market demand, this new set of tools is designed for front office usage, providing a clear view across all margin agreements including OTC, ETD and Prime Brokerage.

The Margin Analysis module provides:

  • Start of Day and Intra-Day perspective on expected margin requirements
  • Analysis of margin movements and contributing factors
  • Margin Limits management (internal and in clearing agreements)
  • Attribution to component trades and strategies using a range of attribution models
  • Component breakdown of portfolio by currency, asset type or any factor
  • Suggested portfolio optimisations using porting and compression analytics

It can be accessed via Cassini’s UI dashboard or API (webservice). This allows integration of the analytics into the workflow of any existing 3rd party or in-house portfolio management tools and spreadsheet reports.

The Margin dashboard allows portfolio managers to have a clear view, across all agreements, where margin is being consumed, where shortfalls may occur, and how to cross charge for use of collateral.

Liam Huxley, founder of Cassini Systems, said; “We are always focused on providing the most sophisticated analytics that integrate trading, risk, margin, collateral, and financing into a consistent decision framework. This new set of tools extends the benefits for the front office by adding a clear start of day (and intra-day) view across the whole trading organisation.“