minimize the cost of posting assets across all your margined relationships.
What is Collateral Optimization?
When starting a collateral management function, the focus is on getting up and running to make margin calls and cover exposure.
Moving to the next level means taking a hard look at the assets you deliver to cover incoming margin calls and making a smart decision on what is provided.
This service gives your team the ability to allocate assets to incoming margin calls using two models:
- Waterfall ranking by ranking
- Fully optimized by algorithm
Inputs to the optimizer include:
The waterfall model
The algorithmic optimizer
Our optimizer will:
Allow flexible configuration
Reduce the cost of posting assets in the long term with immediate savings