Rebalance.
Rebuild. Return.
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.
download factsheetHow 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
Effortlessly flexible. Progressively simple.
We allow you to tailor your optimisation by setting risk, notional and SIMM constraints - to name a few.
First to collaborate.
Built to automate.
Our seamless process offers unrivalled automation leveraging AcadiaSoft and other industry partners to automate the exchange of data.
Reactive to change. Proactively game changing.
Our services are built to align with your requirements and we continually optimise to define best practice and lessen the impact of the UMR.
Consistent performance. Rewarding returns.
We evolve with your needs and identify optimisation opportunities that deliver the most meaningful results - across any asset class.
Time well spent.
Our pricing structure promotes regular participation, so you achieve superior results and pay less.Asset classes we optimise
We can reduce risk and the cost of funding IM in both cleared and uncleared portfolios, including:
Our clients
Our clients include top tier global banks and companies in-scope for the uncleared margin rules (UMR).
In Credible Company
Clients consistently say Quantile is ahead of the curve, particularly with its risk optimisation solutions intended to reduce initial margin for bilateral exposures.
Risk.net
Resources
Join our next run
Related Content
Quantile compresses over $4.6 trillion in a single EUR run, a new record
Compression plays vital role in LIBOR transition
