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Deployable Margin Software provides providers with the following capabilities:

  • Interact with CME Group Margin Models
  • Compute initial margin requirement on cleared or hypothetical portfolios
  • Reconcile end-of-day margin requirements with CME Group
  • Integrate calculation capabilities with proprietary risk management systems
  • Control performance, scalability and flexibility 

Deployable Margin Software supports the following products:

  • OTC CDS
    • CDX IG
    • CDX HY
    • European iTraxx Main
    • European iTraxx XO
  • OTC IRS
    • Vanilla
    • Basis
    • OIS
    • FRA
    • Zero Coupon
    • Swaption

Deployment Modes

Deployable Margin Software can be run in batch mode or in service depending upon the client needs.

See the topics below for a detailed description of each. 

Contact

Support Team:

Phone: 312-580-5353

Email: cme.core@cmegroup.com 



 

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