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Case Study

The advent of the Uncleared Margin Rules (UMR) has not only put pressure on firms to make their systems compliant with the regulations, but also put a drag on real returns as a result of the increased need to post margin on products which were previously not collateralized.

Pension funds, asset managers and traditional long - only funds are the firms more severely impacted because with directional books and growing notionals, the margin will continue to increase due to lack of any considerable offsets between positions


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The contents within this case study are going to be discussed in an upcoming webinarIM Cliff Edge: Avoid the 50m threshold’, on Tuesday July 16th,  which forms part of the Cassini SIMM webinar series. 

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