Optimizing margin held against over the counter (OTC) derivatives trades is key to ensuring that a bank does not unnecessarily have money tied up in a trade that could otherwise be invested.
In this case study, a top-10 Tier 1 global bank with more than half a trillion dollars of assets under management needed to calculate exigent risk not taken into account under trade group ISDA’s Standard Initial Margin Model (SIMM), known as Risk Not in SIMM or “RNIS”.
Facing a double challenge of volume and complexity, the bank turned to ActiveViam for an analytics solution that offered speed, performance, and a good handle on real-time data.