RiskTech Forum

Cassini Launches New Margin Analysis Service

Posted: 4 July 2018  |  Source: Cassini Systems


Cassini Systems, a market leader in pre and post trade margin and lifetime cost analytics for derivatives trading, extend their offering with the launch of a new Margin Analysis service.

Launched in response to strong market demand, this new set of tools is designed for front office usage, providing a clear view across all margin agreements including OTC, ETD and Prime Brokerage.

The Margin Analysis module provides:

It can be accessed via Cassini’s UI dashboard or API (webservice). This allows integration of the analytics into the workflow of any existing 3rd party or in-house portfolio management tools and spreadsheet reports.

The Margin dashboard allows portfolio managers to have a clear view, across all agreements, where margin is being consumed, where shortfalls may occur, and how to cross charge for use of collateral.

Liam Huxley, founder of Cassini Systems, said; “We are always focused on providing the most sophisticated analytics that integrate trading, risk, margin, collateral, and financing into a consistent decision framework. This new set of tools extends the benefits for the front office by adding a clear start of day (and intra-day) view across the whole trading organisation.“