Margins

 

Bilateral Margins (Non-cleared Trades)

Supported functions: Margin Calculation, What-If Trades - Scheduled tasks MARGIN_INPUT, MARGIN_CALCULATOR

 Bilateral Margin (ISDA SIMM)

 Bilateral Margin Sample Files

 Bilateral Margin Analytics

 SIMM and SCHEDULE IM Model Validation Examples

 

CCP OTC Clearing Margins

CCP - Supported functions: Margin Calculation, Limits - Scheduled tasks MARGIN_OTC_CALCULATOR, MARGIN_OTC_VM_CALCULATOR

 CCP OTC Margin

 CCP trade workflow

 Web Portal Properties

 

Clearing Member OTC Clearing Margins

Clearing Member - Supported functions: Margin Calculation, Limits, Expiry Report - Scheduled task CLEARING_RISK_SERVICE

 Clearing Member OTC Margin

 

End User OTC Clearing Margins

End-User - Supported functions: Margin Calculation, What-If Trades - Scheduled task CLEARING_RISK_SERVICE

 End User OTC Margin

EUC trade execution workflow

Trade workflow update IM

 

ETD Clearing Margins

 See Clearing for details.