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
| Scenario | Desk | IM Impact | VM Impact | Run Time |
|---|---|---|---|---|
| Add 5Y USD IRS 50m — Rates EMEA | Rates EMEA | +$420,000 | +$85,000 | 2026-08-07 09:12 |
| Unwind EUR/USD Fwd basket — FX G10 | FX G10 | -$180,000 | -$22,000 | 2026-08-07 08:45 |
| New CDS Index position — Credit Flow | Credit Flow | +$95,000 | +$14,000 | 2026-08-06 16:20 |
| Equity TRS rebalance — Equities Flow | Equities Flow | +$260,000 | +$61,000 | 2026-08-06 14:05 |