Uncleared margin rules

How Pre-Trade IM Calculation can optimize margin and reduce collateral drag

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The advent of the Uncleared Margin Rules (UMR) has not only put pressure on firms to make their systems compliant with the regulations, but has also put a drag on real returns as a result of the increased need to ... Read More

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Asset Managers could save millions through clearing ahead of UMR

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Our latest research shows asset managers pulled into phases IV and V of the Uncleared Margin Rules (UMR) will be able to save up to 53% in initial margin when clearing compared to uncleared margining.  UMR which, among other requirements, mandates margining rules for trades that are not cleared by a central counterparty (CCP) has caused great collateral inefficiencies for […]

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Video: What you need to know about calculating SIMM

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Calculating sensitivities for SIMM is one of the toughest challenges created by uncleared margin rules. Myself and our Head of Product Specialists, Veeral Manek, hosted a webinar covering the technicalities of calculating SIMM end-to-end. Watch our recording to be sure that your methodology is generating accurate figures. What you can learn: Understand how UMR will impact your firm. Master the key […]

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Video: What you need to know about calculating SIMM

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Calculating sensitivities for SIMM is one of the toughest challenges created by uncleared margin rules. Myself and our Head of Product Specialists, Veeral Manek, hosted a webinar covering the technicalities of calculating SIMM end-to-end. Watch our recording to be sure that your methodology is generating accurate figures. What you can learn: Understand how UMR will impact your firm. Master the key […]

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