Tradeweb Markets has announced a collaboration with two margin optimisation providers, Cassini Systems and OpenGamma, to offer clients a choice of vendor access to life-cycle cost analytics, including initial margin, collateral, clearing fees, brokerage and trading costs. The firm says its integration of margin optimisation analytics with its interest rate derivatives platform will provide institutional […]
Tag: Cassini Systems
Charles River Development and Cassini Systems have formalised a business alliance to automate the calculation of margin estimates and provide pre- and post-trade analytics in the Charles River Investment Management Solution (IMS) for OTC and exchange-traded derivatives.
Emerging regulations and clearing rules mandate that investment firms post initial margin (IM) when trading cleared and non-cleared OTC derivatives, futures, and options on futures. Together with Charles River’s post-trade processing and settlements, IBOR, and GIPS-compliant performance measurement, expanded collateral management capabilities provide investment managers with a complete front and middle office solution, the firm says.