Industry Reports, Webinars, Case Studies & Whitepapers.
Case Study

Improving Fund Returns using Collateral Optimization: Harnessing Cassini at a Prominent Pension Fund

Case Study

How a trillion-dollar Asset Manager set up its margin, collateral and funding desk

Case Study

How Cassini helped a Hedge Fund Optimize their Margin Strategy to Lower the Cost of Trading Derivatives

Case Study

How a Global Energy Firm Optimized their Margin Strategy and Reduced Initial Margin by 47%

Case Study

AANA Monitoring And Optimization Strategies

Industry Report

SFT Collateral Annual 2024

Industry Report

SFT Technology Annual 2023


Collateral resiliency in a turbulent market

Industry Report

AIMA Journal #132

Industry Report

Margin Management for Hedge Funds; An increasingly Complex Calculation

Industry Report

Hedgeweek Technology Annual Report 2022


UMR Backtesting: Here To Stay


Avoiding collateral damage in a stressed market

Case Study

How Cassini helped a Phase 4 Hedge Fund reach front-to-back compliance with UMR


Collateral Optimization: from buzzword to reality

See all resources
Latest industry insights & margin matters.

Updating Prime Brokerage Margin Models: The Need for Transparency and Real-Time Risk Management

The PSA Clearing Mandate Exemption has ended: What does this mean for pension funds?

Subrato Roy

Beyond ‘Systems’, Beyond expectations: Cassini Systems rebrands as Cassini

Lottie Griffiths
margin management

The Role of Margin Management in Reducing the Cost of Trading

Thomas Griffiths

Market movements: No margin for error

Thomas Griffiths
collateral optimization

Maximizing returns while minimizing risk: the buy side’s path to collateral optimization

Thomas Griffiths

The SVB collapse, and the lessons that followed in liquidity management

Collateral Resiliency: 3 Ways Pre-trade Analytics Can Address Risks for the Buy Side

Liam Huxley

How asset managers used margin forecasting and stress testing to manage collateral and liquidity risk during the mini-crisis in the UK Bond Markets.

prime brokerages

How did extreme market movements cause significant margin calls last week?

The impact of volatile markets on PB Margining: Understanding margin model changes and the impacts on your portfolio

Hedge Funds: Managing Risk and Chasing Growth in a Volatile Market

Vardaan Kohli

PRA Reviews the ISDA SIMM® Model: What it means and what to expect

Collateral Optimization: Take Control of Your Trading Costs – From Pre-Trade to Post-Trade

Lottie Griffiths

UMR Phase 6: Easy steps to rethinking margin management ahead of the deadline

Lottie Griffiths

Phase 6 UMR: SIMM vs GRID, and which approach is best for your firm

Vardaan Kohli

Pre-trade Analytics: The Precursor to UMR Threshold Monitoring and Cross Asset Margin Management

UMR in scope, or not in scope – that is the question?

ASFA Webcast: Collateral is now an asset class – controlling margin and funding costs

UMR Backtesting: Here to stay

Improve collateral resilience through analytics and optimization

Cassini Cares Charity Fundraising Initiative – KidsOut Partnership

Hedge Funds face strict new rules – are you prepared?

Banks overhaul Prime Brokerage Lending after suffering $10 Billion in losses to Archegos; how can hedge funds navigate this?

The Art of Listening: Highly Effective Financial Technology Leaders listen to customers and look to solve their problems

The 3 C’s of UMR – Compliance, Controls and Cost

Effective AANA management can move firms outside scope of UMR

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