LONDON / NEW YORK / SYDNEY / HONG KONG, 17 October 2022 – The current highly volatile market conditions require buy-side firms to have the ability to achieve stable and resilient collateral profiles and project the impacts of extreme market movements on their positions.
At the Risk Live North America 2022 event in New York, Cassini Systems will be leading the conversation on collateral resilience and optimization through its presentation: “Reduce Carry Cost. Eliminate Collateral Risk. Comply with Regulations.” The company’s award-winning platform will take center stage, showcasing its unique front-to-back margin and collateral analytics.
Participants will have the opportunity to understand the competitive advantage gained with the use of a specialist, advanced platform, unique in its partnerships with companies such as BlackRock, State Street and Vermeg. Its ability to provide the true cost of a trade before execution, gives companies the outlook they need to capitalize on the opportunities that unstable markets present.
Other capabilities that allow for true collateral resilience in times of market stress, include:
- Managing cash, collateral and liquidity risk across short- and medium-term time horizons
- Lowering risk by forecasting margin obligations and stress testing collateral requirements
- Identifying cross-counterparty collateral pricing arbitrage opportunities and reducing effective costs
- Transforming collateral to meet requirements whilst generating incremental returns based off market opportunities.
Samuel Hyman, Cassini’s Head of Americas, said: “Risk management and collateral resilience are key topics for industry participants, highlighted even more so by recent volatility experienced throughout the financial markets. In recent weeks we have heard of many companies seeing their margins inflate, sometimes to unprecedented numbers. We aim to provide a tangible solution to the event participants, but also show how opportunities can arise from having one solution that can perform front-to-back margin analytics.”
This year’s Risk event is returning after two years and brings together five main risk summits in one location for one day – 20 October: Risk USA, Buy-Side Risk, ESG and Climate Risk, Quant Summit and FX Markets. The event is focusing on risk scenarios and technology solution for the markets, as well as recent volatility. Cassini Systems’ presentation can be found in the Demo Theatre Breakout Area at 10:45 am.
To learn more about Risk Live North America 2022, taking place in New York on October 20th, please click here.
John Norris / Emma Dodds
Tel: +44 (0) 20 7250 4770
Founded in 2014, Cassini Systems offers an award-winning derivatives margin analytical platform that provides the industry’s only front-to-back margin and cost analysis across the entire lifecycle of a trade. Cassini users can calculate any margin on any cleared or uncleared derivatives asset; analyze drivers and movement in margin exposure; reduce Initial Margin levels; and maximize margin efficiency with the firms’ industry-leading, advanced algorithms.
Cassini services have a proven track record of enhancing portfolio returns at every point in the daily business cycle, empowering traders, and portfolio managers with the ability to analyze instantly in the pre-trade stage the all-in, lifetime cost of a transaction. Top-tier hedge funds, asset managers, and Tier 1 banks rely on Cassini for powerful, flexible, automated tools to manage their portfolios of over-the-counter and exchange-traded derivatives products. Cassini was named Best UMR Service of the Year in the Risk Markets Technology Awards 2022.