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Cassini Systems

Margin, Collateral and Cost Analytics

Pre and post trade analytics services for
Margin, Collateral, and Funding costs

Cassini Systems

Cassini’s software services enhance front office trade decisions with visibility and analytics of post trade costs, and also provide post trade optimization and estimation tools for treasury and operations. The services range from pre-trade margin and cost optimization, to portfolio rebalancing, trade eligibility, and post trade collateral optimisation. The services can be used standalone or combined together for a seamless front to back solution, and are designed to integrate into your existing workflows and tools.

Select one of our specific services below to learn more about the functionality we offer:

Find cheapest Clearing Broker

Compress your Swap risk

Know the full cost of a trade, before you trade

Full lifetime cost analysis

Manage and monitor trading limits

Ensure compliance with Trade Obligation Rules

Achieve MIFID II Best Ex

Optimize and compress open trades

Estimate margin intra-day and end of day

Optimize collateral

The Cassini Advantage

The flexibility of the Cassini platform can enhance many parts of the trading lifecycle. Some typical ways firms benefit from Cassini are:

What-If Margin

Know your margin impact before trade execution and compare different broker/clearing venue choices to reduce margin requirement.

Best Execution

Best Execution means including the cost of carry when comparing quotes. Cassini provides Lifetime Cost Analysis (LCA) to support your trade execution decisions.

Trade Rules Compliance

Ensure your compliance with clearing mandates and also on or off venue execution for US & Europe (MAT or TOTV rules).

Collateral Cost Attribution

Attributing margin and cost of collateral back to trading books to provide accurate reporting on capital utilization.

Collateral Optimization

Our sophisticated collateral allocation engine can ensure most efficient use of collateral at end of day. Portfolio rebalancing risk analytics can also reduce portfolio margin requirements.

Counterparty Limits

An integrated process for Pre and Post Trade to ensure you comply with clearing agreement limits, and also manage your wallet share allocations, is important when using multiple counterparties.

Who's it for

Cassini is designed for the buy-side clients of derivative trades, both OTC and ETD. Cassini is primarily used by the front office to analyse a trade before execution but also provides benefits and tools for the middle and back office.

Portfolio Managers

Portfolio Managers and front office are the primary users of Cassini. They will set up proposed trades in Cassini blotters and then run analytics to review the whole lifetime transaction cost, and identify best clearing routes and cheapest available trades.

Risk/Compliance Managers

Risk and compliance managers use Cassini to ensure that all executed and proposed trades stay within limits defined in clearing agreements, regulations, or internal controls.

Collateral Managers

Collateral managers can use Cassini to monitor potential collateral shortfalls intra-day or even to take the Cassini cheapest to deliver recommendations and put them into the end of day collateral workflow.

News

Charles River Forms Business Alliance with Cassini Systems to Automate Margin Estimation

Boston and London — September 27, 2018 — Charles River Development and Cassini Systems have formalised a business alliance to automate the calculation of margin estimates and provide advanced pre- and post-trade analytics in the …

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 …

Cassini wins award for Best Derivatives Solution at HFM US Technology Awards 2018

Cassini Systems, a provider of analytics solutions for OTC trading, won the award for Best Derivatives Solution at the 2018 HFM US Technology Awards which were held in New York on 13th February. It was …

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Cassini Systems

Margin, Collateral and Cost Analytics

Cassini Systems

Pre-Trade

Post-Trade

End of Day