Insights, tips and industry commentary from the team behind the world’s first production-grade open source risk management platform.

OpenGamma

by OpenGamma on

17 Nov 2015

Results Of Our Margining Survey

In our last newsletter we asked readers to participate in a survey on margining. This produced some interesting results in regard to trends we see gaining momentum in the market in the near future: the rise of lifetime initial margin…

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OpenGamma

by OpenGamma on

12 Oct 2015

OpenGamma Margining: Or, How To Optimise Your OTC CCP Margin Buffer

A leading bank has created a central margin calculation utility for OTC Clearing powered by OpenGamma to address a number of requirements. This case study shows how they did it. Overview: The bank currently runs a margin buffer at the CCPs where…

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OpenGamma

by OpenGamma on

8 Oct 2015

The Full Story Of The OpenGamma/Eurex Clearing Partnership

Many of you will have seen the news yesterday that we have enhanced our OpenGamma Margining product to include full support for Eurex Clearing’s margin methodologies; and at the same time Eurex Clearing has announced the Eurex Clearing Prisma Margin Estimator (PME), based on…

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