Mandatory clearing and non-cleared swaps moving into a fully-margined environment are starting to weigh on bank P&Ls. With efforts to find operational efficiencies a major focus for all financial institutions, the ability to forecast, understand and optimize margin numbers has never been as important or organizationally far-reaching as it is today.
This white paper explores the various use cases of CCP initial margin and outlines some of the challenges of accurate, timely margin measurement.
OpenGamma is the analytics company dedicated to reducing the costs of trading derivatives, by shining a
light on hidden opportunities that enhance returns.