Rebalance.
Rebuild. Return.

Initial Margin Optimisation

Quantile’s optimisation service is designed to reduce counterparty risk and the costs associated with funding initial margin (IM). Our unrivalled algorithms rebalance your portfolio by unwinding existing positions and generating new trades that reduce risk and release capital.

 

 

Recognised as the market’s leading OTC Infrastructure Service.

Since launch we’ve eliminated billions of dollars in margin and been recognised as the market’s leading OTC Infrastructure Service. And we are just getting started.

We believe new regulations are here to drive positive change in the industry, not to hold it back. We know the cost of funding IM can create a funding drag on your portfolio so we are continually optimising to help decrease this cost and increase market liquidity - 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 AcadiaSoft 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 and the cost of funding IM.

Ready. Run. Rebalance.

Our unique approach

Asset classes we optimise

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


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 optimisation run. We run FX weekly and Rates & Equities monthly.

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