Run. Rebuild.
Rebalance.

Counterparty Risk Optimisation

Quantile wins Risk Management Solution of the Year. To learn more >

Quantile’s counterparty risk optimisation service delivers a material reduction in counterparty risk, capital requirements and the costs associated with funding initial margin (IM).

Recognised as the market’s leading Risk Management Solution

Our unrivalled algorithms optimise cleared and uncleared IM and risk-based capital under SA-CCR and IMM by analysing the risk of transactions between participants and rebalancing portfolios with new market risk neutral trades that reduce risk and release capital.

Since launch we've eliminated billions of dollars in margin, and we're just getting started. We know margin and capital requirements can create a funding drag on your portfolio, so we continue to enhance the service so we can deliver greater savings and more efficiency across the network – accelerating a safer financial system that’s better for all.

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How it works

Submit & Validate

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

Ready. Run. Rebalance.

Identify Risk Rebalancing Opportunities

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

Ready. Run. Rebalance.

Accept & Execute

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

Ready. Run. Rebalance.

Our unique approach

Asset classes we optimise

We can reduce risk, capital and the cost of funding IM in both cleared and uncleared portfolios, including:
FX Rates Equities


Our clients

Our clients include top tier global banks and companies in-scope for the uncleared margin rules (UMR).

In Credible Company

Join our next run

Discover the Quantile difference by joining our next counterparty risk optimisation run. We run FX weekly, Rates fortnightly & Equities monthly.

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