margin OPTIMISATION AND WHAT-IF?
The Cassini Margin Estimation service is real-time – that means individuals and teams can find out the IM amount across funds, portfolios and strategies at any time “on demand” during the trading day.
why you need IM on-demand
The Cassini service is available at any time during the day opening up possibilities for improved decision making and increased portfolio returns.
Our real-time Margin Estimation service covers uncleared OTC, cleared OTC, ETD and PB portfolios
A portfolio manager can model a strategy and test for lifetime IM impact
A trader can see the effect of trades on IM prior to execution
The credit risk team can monitor IM during the day and carry out limit checks
The treasury team can observe the forecast IM for T+1 to build their funding requirements
The collateral team can optimise asset placement, which also contributes to the T+1 funding requirement for IM
know the impact of IM before trade execution
Cassini services can be integrated into your pre-trade workflow to give the front office enhanced decision-making capabilities.
The problem facing portfolio managers and traders is knowing how IM will be consumed for a new strategy or individual trade execution.
For a portfolio manager, constructing a strategy needs forethought by exploring the product choices, routing rules and IM impact of trade ideas. The IM impact can be measured using todays portfolio, but Cassini can show the impact of IM over the entire life of a portfolio.
For traders they need to compare the available routes for a trade alongside price quotes, comparing the IM for each option.
With Cassini you can:
Test strategies for IM impact before execution
Explore strategies over their lifetime and see the behaviour of IM
Find the ‘all in’ price for each quoted route
Compare cleared and uncleared routes for IM
Achieve best execution pricing
WANT TO FIND OUT MORE ABOUT pre-trade decision support?
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