OpenGamma
@OpenGamma
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Powering Efficiency in Derivatives Markets
London / NYC
Joined August 2009
OG assisted JSCC and non-ETD customers in transitioning to VaR margin calculation. JSCC's trusted independent margin simulation partner, OG's tooling enabled users to simulate the impact of the new methodology on their portfolios impact pre/post-launch. https://t.co/dZx60dnyzN
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Achieving accurate margin calculation requires understanding the underlying algorithm and mapping the portfolio correctly to the relevant parameters. To do this the correct Expiry needs to be used and this can be difficult. #calculating #margin #ETD
https://t.co/U8YBuhmNHB
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The rise in price for cocoa and coffee has not only impacted consumers but also traders who deal with these products. Our experts analyse the effect this volatility has had on margin requirements. https://t.co/gRxLA3WJ9B
#cocoa #coffee #commoditytrading #margin
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SPAN 2 represents a significant change in margin calculation methodology in the financial industry, and it took nearly 25 years for this transition to occur. Now that its live for CME Energy, what do firms need to consider for further migrations? https://t.co/ozXmZeA9hQ
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As the freight industry tries to meet its carbon target, how could this impact margin requirements for freight contracts? https://t.co/0Bk4yYPJqX
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We’re excited to announce the launch of our refreshed website, with a new and improved user experience that brings all of our products, solutions and resources into one place ✅ Take a look at https://t.co/iYZ0qgFPm8
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Volatility within the Natural Gas market caused by the Russian invasion of Ukraine made firms analyse whether they should be trading ETD or OTC. Our Risk and Margin SME, Jo Burnham, explores the various factors that need to be taken into account. https://t.co/xwwU25zFaE
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With a such strong relationship between El Niño and commodity prices, our experts explore which contracts are going to be most affected and what the likely impact will be on margins in our latest blog. https://t.co/RPD9VClaFQ
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We're looking forward to this year's Energy Trading Week later on this week in London. OpenGamma's Head of Sales Sean O'Brien will be joining a roundtable discussion on strengthening transparency around clearing operations, so be sure to catch that on Friday. #energytradingweek
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OpenGamma CCO, Joe Midmore, discusses the impact pension funds face after the EU clearing exemption deadline with @TheBondDESK
Europe’s pension fund managers face rising margin costs as EU clearing exemption deadline looms https://t.co/8KBto5mOVU
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OpenGamma Chief Commercial Officer, Joe Midmore, spoke with Traders Magazine on Capital Efficiency and Liquidity Risk Management in his outlook for 2023, read the interview here: https://t.co/DEHQCw75qO
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Many firms captured in UMR Phase 6 are probably now breathing a sigh of relief that they have managed to get all their systems and processes in place, and were ready for the go live on September 1st. But the work doesn’t stop there. https://t.co/ptD9kEpw7b
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IM requirements for non-cleared EU energy derivatives are set to jump by as much 80% when the latest SIMM update becomes effective in December. Jo Burnham spoke with @RiskDotNet on recalibrating margin models and how it impacts derivatives users
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“Anybody who is trading cleared derivatives in some way or another is going to be impacted by these margin increases” OpenGamma's Jo Burnham spoke with @RiskDotNet on the impact of volatility on margin and capital requirements. Read the article here
risk.net
Even if sterling rates vol subsides, it will impact interest rate and cross-currency swap costs for years
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OpenGamma joins 400+ of buyside fixed income heads in Nice at Fixed Income Leaders EU this week. We look forward to catching up with our European network and discussing the future of the derivatives market in our panel session on Day 1.
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We look forward to joining the COO's and Heads of Investment Operations of Europe's top buy side firms this week at Investops EU in London. Reach out if you're attending and would like to organise a chat.
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OpenGamma's Chief Commercial Officer, Joe Midmore, joined a panel of Europe's top hedge funds last week to discuss market volatility and the impact on margin at HFM's Operational Leaders Summit. A great event to connect with our network over the key issues the industry is facing.
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Volatility creates many issues for firms trading derivatives, most critically is ensuring you have sufficient funds to meet larger, and more frequent, margin calls. Our experts discuss how to forecast margin and the things that can make it difficult. https://t.co/jKIzIb0bYn
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The Bank of England Prudential Regulation Authority concluded that SIMM may not provide cover for risks at the required 99% confidence level – what exactly are the PRA expecting and what will the impact on margin be? https://t.co/yTPEPLOLHS
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The landscape of the cleared Repo market is possibly one of the most varied of all the OTC Cleared markets. Our risk and margin SME, Jo Burnham, explores the complexities of where they can be cleared and how the margin is calculated. https://t.co/lWwbCxJrMV
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