Page tree
Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 8 Current »

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 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 



  • No labels