Marginal

Agentic Collateral Mgmt

Agent StatusAll Active

Collateral Ops

Margin & Optimization Desk

Pre-Trade Margin Analytics

Pre-trade initial margin and variation margin impact simulation, CCP margin analytics

Scenarios Run Today

4

Desks Covered

4

Avg. Calc Latency

1.8s

CCPs Modelled

6

About This Agent

Data on this page

Four recent what-if scenarios, each naming the prospective trade, the desk running it, the resulting IM and VM impact, and the run timestamp — plus headline stats for scenarios run today, desks covered, average calc latency, and CCPs modelled.

What this agent does

Simulates the initial margin and variation margin impact of a prospective trade before execution, letting desks run what-if scenarios against live CSA and CCP margin models pre-trade — the pre-trade margin analytics discipline pioneered by Cassini Systems, delivered here as a sub-2-second agentic simulation across six modelled CCPs rather than an overnight batch run.

Worked examples

  • Adding a 5Y USD IRS of 50m notional on Rates EMEA would add $420,000 IM and $85,000 VM (run 09:12, 2026-08-07).
  • Unwinding the EUR/USD Fwd basket on FX G10 would reduce IM by $180,000 and VM by $22,000 — the only margin-reducing scenario shown.
  • The Equity TRS rebalance on Equities Flow carries the largest IM impact of the four at +$260,000.

Recent What-If Scenarios

ScenarioDeskIM ImpactVM ImpactRun Time
Add 5Y USD IRS 50m — Rates EMEARates EMEA+$420,000+$85,0002026-08-07 09:12
Unwind EUR/USD Fwd basket — FX G10FX G10-$180,000-$22,0002026-08-07 08:45
New CDS Index position — Credit FlowCredit Flow+$95,000+$14,0002026-08-06 16:20
Equity TRS rebalance — Equities FlowEquities Flow+$260,000+$61,0002026-08-06 14:05