RiskTech Forum

Quartet FS: High Performance Analytics for Inventory Consolidation and Collateral Optimization

Posted: 14 May 2014

The collateral optimization challenge

The requirement for financial institutions to pledge collateral is likely to increase significantly over the coming months as the financial derivatives market continues to move towards the new central clearing model imposed by regulations such as Dodd-Frank and EMIR. As higher collateral requirements impact financial institutions, eligible assets will be in shorter supply. Extra timing complexities when fulfilling margin calls are being introduced as a result of new regulations. This makes it important to move to periodic intraday at a minimum, or real-time valuation of collateral.

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