Quantile’s Counterparty Risk Optimisation Service Supports Sweeping Risk into SwapAgent


Quantile’s market leading counterparty risk optimisation service for FX now enables participants to sweep risk into LCH SwapAgent. By moving risk into SwapAgent, Quantile enables participants to access greater netting opportunities, reduce capital requirements and hold risk more efficiently.

The service analyses the risk of transactions between participants and produces an optimisation proposal which rebalances portfolios to reduce initial margin (IM) and capital requirements. The proposal is validated and accepted by participants, and any flagged trades are automatically sent to LCH SwapAgent.

This latest enhancement bolsters Quantile’s suite of optimisation services which are designed to reduce counterparty risk, IM funding costs and capital requirements in FX, interest rate and equity derivatives portfolios.

Quantile’s FX runs are weekly, and participants include the world’s largest dealer banks, regional banks and buy-side firms who benefit from record-breaking margin reduction – often in excess of 50%.

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