Managing a portfolio of OTC and ETD products needs powerful tools. Cassini goes beyond margin calculation and enables:

  • IM calculation at any time during the day using ISDA SIMM or CCP models
  • Coverage of exchange traded and OTC derivatives including total return swaps
  • Attribution of margin costs to your portfolios, books, desks or strategies
  • Reduction of net IM by porting trades into clearing
  • Reduction of uncleared IM by transforming portfolios into IMM swaps or swap futures

Cassini services enhance portfolio returns at every point in the daily business cycle. Empower your traders and portfolio managers with pre-trade lifetime cost analysis.

Ensure compliance by observing trade routing rules for execution and clearing. Reduce collateral costs through advanced asset optimisation. Enable your firm to stay under the 50 million IM threshold for UMR.

Margin for cleared and uncleared business is a portfolio lifecycle problem. Choose the Cassini services which suit your firm and move ahead of your competition. Cassini is an official licensee of the ISDA SIMM(tm) model.

Cassini’s technology can be delivered as an integrated solution with SmartStream.