Our Solutions for Asset Managers

Enhance fund performance by minimizing drag from margin and collateral costs

Webinar Invite: Enhancing Collateral Resilience: Strategies for Liquidity Preparedness

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Unlock the power of margin and collateral analytics to reduce costs at all stages of the trade lifecycle.

Clearing Broker Reconciliation

Independently verify broker initial margin (IM) amounts to challenge discrepancies and improve accuracy.

Margin Efficiency & Optimization

Reduce margin usage whilst maintaining your fund’s risk profile across positions and strategies.

Margin Drivers & Attribution

Pinpoint positions and factors driving daily margin and the reasons for day to day changes.

Pre-trade Margin Analysis

Real-time understanding of the margin and cost generated by each new trade before trade execution.

Collateral Optimization

Access the cheapest collateral for margin calls using algorithmic optimization to reduce post-trade costs.

Stress Testing & Forecasting

Robust stress-testing and forecasting capabilities to understand margin obligations and future liquidity needs.

UMR Compliance

Reduce regulatory risk and meet regulatory initial margin calculation obligations.

Minimize portfolio drag

Reduce margin costs at all stages of the trade lifecycle.

Identify optimal trading routes with pre-trade margin analytics and reduce margin with post-trade margin optimization.

Maximize returns on assets

Boost fund returns with algorithmic collateral optimization.

Identify cost-effective collateral positions while reserving premium assets for generating alpha.

Avoid the hazards of guessing

Get a clear view of how margin and collateral costs impact your fund performance before trade execution.

Manage fund liquidity

Validate current and forecast future margin requirements.

Stress test collateral assets and derivative positions to model future liquidity.

Regulatory compliance

Reduce regulatory risk and avoid expensive threshold breaches.

Calculate industry-standard AANA, SIMM, and GRID results for UMR compliance.

“As we execute our Funding and Collateral vision, we will look to take advantage of Cassini’s front-to-back margin and collateral analytics. From pre-trade to end-of-day modules, margin drivers to collateral optimisation – Cassini’s analytics give our company more oversight of our pre-trade decision making and portfolio management.”

Director for Derivatives, Head of Collateral & Funding Strategy Global Asset Manager

How asset managers used margin forecasting and stress testing to manage collateral and liquidity risk during the mini-crisis in the UK Bond Markets.

Collateral Optimization: Take Control of Your Trading Costs – From Pre-Trade to Post-Trade

Lottie Griffiths

Maximizing returns while minimizing risk: the buy side’s path to collateral optimization

Thomas Griffiths

Market movements: No margin for error