Tag: Initial margin

Following a one-year delay to UMR, AcadiaSoft is helping firms test initial margin calculations with a mock go-live program.

Co-founder and chief executive at Quantile said record compression runs in April were seen as market volatility settled from March.   

Partnership will see mutual clients of Cassini and AcadiaSoft benefit from front-to-back margin optimisation.

A new study found the two-way initial margin rules for non-cleared derivatives will also result in a collateral shortfall of $60 billion alone.

The solution follows a partnership with AcadiaSoft’s Initial Margin Risk Suite for automating collateral management processes.

Initial margin could surge by up to 94% for some derivatives portfolios during periods of high volatility, research from OpenGamma finds.

With a new wave of initial margin rules on the horizon, BNY Mellon says clients are already more prepared.

triCalculate IM analytics will support firms that are in-scope for phase four and five of the initial margin requirements.

Margin calls and collateral estimates have been automated on the Charles River IMS with the help of AcadiaSoft.

The final phase of the framework for posting initial margin is due to come into force in 2020.