Marginal

Agentic Collateral Mgmt

Agent StatusAll Active

Collateral Ops

Margin & Optimization Desk

SIMM & Regulatory Initial Margin

ISDA SIMM calculation engine, UMR phase tracking, and regulatory IM compliance

Total SIMM IM

$48.8M

Shortfalls

2

CSAs In-Scope UMR

5

Latest Calc Run

06:00 UTC

About This Agent

Data on this page

CSA-level SIMM requirement for five counterparties (Goldman Sachs, Deutsche Bank, BNP Paribas, HSBC, Barclays), each showing UMR phase, SIMM IM required, IM posted, and compliant/shortfall status, alongside aggregate total SIMM IM and shortfall counts.

What this agent does

Runs the ISDA SIMM sensitivity-based initial margin calculation across every in-scope CSA, tracks each counterparty's UMR phase-in status, and cross-checks required IM against posted collateral to surface shortfalls automatically — the AcadiaSoft-class IM calculation engine, run as a continuous agent rather than a periodic batch reconciliation.

Worked examples

  • Goldman Sachs (Phase 5) requires $18,200,000 SIMM IM but only $14,000,000 is posted — a $4.2M shortfall.
  • HSBC (Phase 5) is short $250,000 ($6,100,000 required vs $5,850,000 posted).
  • Deutsche Bank, BNP Paribas, and Barclays are fully compliant, each with required IM matching posted IM.

CSA-Level SIMM Requirement

CounterpartyUMR PhaseSIMM IM RequiredIM PostedStatus
Goldman SachsPhase 5$18,200,000$14,000,000 Shortfall
Deutsche BankPhase 5$9,400,000$9,400,000 Compliant
BNP ParibasPhase 6$4,100,000$4,100,000 Compliant
HSBCPhase 5$6,100,000$5,850,000 Shortfall
BarclaysPhase 5$11,000,000$11,000,000 Compliant