Our Solutions for Pension Funds
Pension Fund Case Study: Improving Fund Returns Using Collateral Optimization
Pension Fund Case Study: Improving Fund Returns Using Collateral Optimization
Transparency of current and future margin and collateral needs helps you control post-trade costs, optimize margin exposure, and strengthen collateral resilience.
Margin Drivers
& Attribution
Pinpoint positions and factors affecting daily margin and variations, whilst achieving margin reduction.
Margin Efficiency
& Optimization
Reduce margin usage cost with the same risk profile across positions and strategies.
Pre-trade
Margin Analysis
Real-time understanding of the margin generated by each trade to maximize return.
UMR
Compliance
Meet regulatory IM calculation and backtesting obligations efficiently and with enhanced transparency.
Collateral
Optimization
Access the cheapest collateral for margin calls and an automated optimizer to reduce derivatives post-trade costs.
Stress Testing
& Forecasting
Create robust stress-testing and forecasting for margin obligations and future liquidity needs.
Manage fund liquidity
Validate current and forecast future margin requirements.
Stress test collateral assets and derivatives positions to model future liquidity.
Maximize returns on assets
Boost fund returns with algorithmic collateral optimization.
Identify cost-effective collateral positions while reserving premium assets for generating alpha.
Better calculate
than never.
Calculate any margin on any asset – cleared, bilateral, OTC, or ETD.
Minimize portfolio drag
Reduce margin costs at all stages of the trade life cycle.
Identify optimal trading routes with pre-trade margin analytics and reduce margin with post-trade margin optimization.
Regulatory compliance
Reduce regulatory risk and avoid expensive threshold breaches.
Calculate industry-standard AANA, SIMM, and GRID results for UMR compliance.
“Cassini’s collateral optimization tools have streamlined our operations and elevated our liquidity risk management practices. Immediate cost reductions and strategic collateral allocation have unlocked new revenue streams, bolstering our profitability.”
The Head of Collateral Management
at a large pension fund
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