Reduce Risk.
Release Capital.

Capital Optimisation

Quantile’s new capital optimisation service leverages our market leading technology to optimise risk-based capital. Our advanced algorithms rebalance exposures via new trades or backloading to reduce risk and improve capital efficiency.

The Global Optimisation Service of the Year now optimises risk-based capital.

Quantile’s capital optimisation service brings together an extensive network of market participants to reduce risk-based capital under the standardised approach for measuring counterparty credit risk (SA-CCR) and the internal model method (IMM) – driving new levels of capital efficiency.

The service rebalances cleared and uncleared exposures with new market risk neutral trades and enables participants to move risk to venues where it can be held more efficiently, such as central clearing houses and LCH SwapAgent.

Our flexible approach enables participants to target large exposures, forward exposures, and specific CSAs – and we can optimise other capital models and metrics as regulations and requirements change.

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How it works

Submit & Validate

Participants submit their data to Quantile directly and set their risk constraints.

Ready. Reduce. Release.

Identify Optimisation Opportunities

We run our fast and intelligent optimisation engine to generate a proposal containing a set of new market risk neutral trades.

Ready. Reduce. Release.

Accept & Execute

Our optimisation proposal is validated and accepted by participants and new trades are executed, reducing counterparty risk and capital requirements.

Ready. Reduce. Release.

Our unique approach

What we target

We can optimise across any asset class and target different exposures, including:
SA-CCR IMM Stress Test (CCAR) Large Exposures Credit Limits


Our clients


Our extensive multilateral network enables us to unlock wider optimisation opportunities. Our clients include the top tier global banks, regional banks and other large institutional market participants.  

In Credible Company

Join our next run

Discover the Quantile difference by joining our next capital optimisation run.

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