Case study: How a trillion-dollar Asset Manager set up its margin, collateral, and funding desk using Cassini

Like many other firms that trade Uncleared OTC derivatives, our client had to comply with the Uncleared Margin Rules (UMR). It was clear to the client that the challenge of UMR was one that, if appropriately addressed, also created an opportunity to understand post-trade costs across the trade lifecycle better.

With heightened pre-trade capabilities providing better transparency into margin drivers, they could improve their Profit and Loss (P&L) across the entire business. Using Cassini’s suite of margin, collateral, and funding analytics from pre-trade to post-trade, our customer was able to make immediate margin savings.