Lacima Analytics>Margin is a new easy to use solution to undertake “what if” estimation for margins
Recent high volatility has brought opportunities but also challenges. In particular, collateral requirements pose a major liquidity risk for market participants. With the launch of Lacima Analytics>Margin, estimating margin requirements for current and potential portfolios provides greater confidence to hedge positions and to manage liquidity risks. The solution is consistent with the industry standard SPAN® margin methodology, is easy to use, and a perfect alternative to PC SPAN.
With Lacima Analytics>Margin, you can address your key questions such as:
“What could my margin call be at the end of the day?”
“How can I benefit from cross-margining positions?”
“Can I calculate my margin position with my Clearer?”
Key Benefits:
- Estimate margin requirements: easily estimate margin requirements for portfolios and incremental positions under the SPAN® methodology
- Analyse and understand key drivers: analyse whole portfolio’s or sub portfolios to better understand the key drivers of margin requirements
- Obtain comprehensive reports: easy to use reporting available, displaying margin outputs for simulated price and position changes
- Analyse cross-margining opportunities: answer questions about margin impacts from transferring portfolios of deals across from alternative exchanges
- Understand key margin determinants including:
- Overall margin requirements
- Scan Risk
- Inter Commodity Credits and Perfect Spread Credits in the contract and reporting currencies
- Delta offsets used in the cross commodity spread calculations
- Easily upload SPAN & client position files
SPAN® is a registered trademark of Chicago Mercantile Exchange Inc. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN® by any person or entity.
