Collateral & margin management at every level of detail
Monitor SIMM exposure and optimize collateral allocation - from counterparty overview down to individual trade sensitivity, with AI-driven insights and full audit trails.
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Why financial institutions choose Opensee for collateral and margin management
Key capabilities of Opensee for collateral and margin management
Granular SIMM breakdown from counterparty to trade
Consolidate IM exposure across SIMM, CCP models, and internal add-ons with instant drill-down capabilities. Navigate from total IM to counterparty, netting set, risk class, product class, currency, desk allocation, and individual trade. Analyze sensitivities by bucket, risk factor, tenor, and currency to understand exactly what's driving your margin requirements.
Consolidated view of IM across all counterparties, CCPs, and bilateral agreements
Instant drill-down from portfolio to risk class, product, desk, and trade level
Historical IM trending with day-on-day explain
Support for SIMM, CCP margin models, and custom internal methodologies
Margin impact analysis before execution
Run instant what-if scenarios to quantify the marginal IM impact of new trades, unwinds, portfolio reallocations, or counterparty re-papering. Opensee's simulation engine works on live or versioned datasets, recalculating SIMM exposure in seconds across billions of sensitivities. Support strategic decisions on trade structuring, counterparty selection, and CSA optimization with concrete, data-driven margin projections.
Pre-trade IM estimation at trade, strategy, and portfolio level
Unwind and reallocation simulations to optimize collateral usage
Scenario analysis on market shocks
Backtest alternative collateral strategies and CSA terms before commitment
Optimize collateral allocation across entities and counterparties
Combine collateral inventory, eligibility schedules, haircuts, and concentration limits with real-time margin requirements to monitor the efficiency of your collateral allocation. Analyze funding costs by currency, asset class, entity, and desk. Replay historical collateral allocation decisions and simulate alternative strategies.
Real-time collateral inventory with eligibility, haircuts, and concentration tracking
Funding cost calculations across entities, CCPs, and bilateral relationships
Historical replay and simulation of collateral allocation strategies
AI-driven margin explain and data certification
Agensee identifies key drivers of IM changes and suggests drill-down paths to investigate further. Built-in data quality checks validate completeness, accuracy, and consistency of trade data, sensitivities, and margin inputs. Business users can configure quality rules, certify data, and maintain full audit trails for regulatory compliance.
AI-powered driver analysis for day-on-day IM changes
Anomaly detection in sensitivities, trade attributes, and margin feeds
Configurable data quality checks with certification workflows
Full data lineage and versioning for BCBS 239 and regulatory audit readiness
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