We generate your risk sensitivities
IM Risk Generator eliminates the need for firms to calculate risk sensitivities or generate the Common Risk Interchange Format (CRIF) file themselves. This frees up resources for higher-value tasks and reduces effort spent developing and maintaining bespoke processes in-house. Fully integrated to IM Exposure Manager, IM Risk Generator provides a seamless workflow.
We generate your risk sensitivities
IM Risk Generator eliminates the need for firms to calculate risk sensitivities or generate the Common Risk Interchange Format (CRIF) file themselves. This frees up resources for higher-value tasks and reduces effort spent developing and maintaining bespoke processes in-house. Fully integrated to IM Exposure Manager, IM Risk Generator provides a seamless workflow.
Using the IM Risk Generator service achieves a unique, automated, straight-through process beginning with streamlined position data inputs and ending in a completed margin call.
IM Risk Generator is designed to minimize or altogether eliminate the need for users to calculate risk sensitivities or generate the CRIF file themselves. Our broad set of market data enables calculations across your entire trade portfolio.
In addition, through its integration with Initial Margin Exposure Manager (IMEM), the IM Risk Generator service facilitates a seamless workflow enabling a user to perform only one simple step – submitting position details – that drives the calculation of initial margin requirements and culminates in collateral transfer.
Sensitivities calculations across your portfolio
IM Risk Generator eliminates the need for firms to calculate risk sensitivities or generate the Common Risk Interchange Format (CRIF) file themselves. This frees up resources for higher-value tasks and reduces effort spent developing and maintaining bespoke processes in-house. Fully integrated to IM Exposure Manager, IM Risk Generator provides a seamless workflow.
Using the IM Risk Generator service achieves a unique, automated, straight-through process beginning with streamlined position data inputs and ending in a completed margin call.
IM Risk Generator is designed to minimize or altogether eliminate the need for users to calculate risk sensitivities or generate the CRIF file themselves. Our broad set of market data enables calculations across your entire trade portfolio.
In addition, through its integration with Initial Margin Exposure Manager (IMEM), the IM Risk Generator service facilitates a seamless workflow enabling a user to perform only one simple step – submitting position details – that drives the calculation of initial margin requirements and culminates in collateral transfer.
Utilize proven technology and methodology without impacting internal resources
Supports entire ISDA SIMM™ end-to-end process
Standardized market data sourced from independent providers
Lower costs through mutualization
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Easily generate risk sensitivities
Utilize proven technology and methodology without impacting internal resources
Supports entire ISDA SIMM™ end-to-end process
Standardized market data sourced from independent providers
Lower costs through mutualization
A comparison tool that validates internal processes
Supported Workflows
Index Decomposition
Decompose index-based trades allowing them to be represented as sensitivities to the underlying components rather than the index itself to reduce the cost of margin.
Easily generate risk sensitivities
1.
Utilize proven technology and methodology without impacting internal resources
2.
Supports entire ISDA SIMM™ end-to-end process
3.
Standardized market data sourced from independent providers
4.
Lower costs through mutualization
5.
A comparison tool that validates internal processes
6.
Supported Workflows
Index Decomposition
Decompose index-based trades allowing them to be represented as sensitivities to the underlying components rather than the index itself to reduce the cost of margin.
Learn more
Driving the derivatives industry as one
We offer more than just IM Risk Generator. Find out what Acadia solutions can offer your business and drive it forward across departments.
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