Award-Winning Optimization Solutions
Our suite of optimization solutions is utilized by the worlds’ leading financial institutions to manage and reduce costs stemming from market and counterparty exposures in their derivatives portfolios. With cutting-edge optimization techniques and world-class technology, our impactful benefits optimize resource utilization.
Current Optimization Challenges
- Financial institutions have increased their focus on the cost of holding unoptimized positions.
- These institutions also have limited time and resources, optimizing occasionally with only a few counterparties.
- Current multilateral optimization solutions are not architected to support compression with the buy side or small and mid-size banks.
- There’s a lack of user-friendly technology that firms can embed into their infrastructure to quantify compression opportunities and optimize on demand.
Capitolis automates and delivers balance sheet efficiencies across multiple FX workflows (i.e., Interbank, Hedge Funds, Real Money, Agency). Solve for your needs across multiple metrics and objectives including:
SA-CCR solutions solve for Capital and Leverage
SIMM solutions solve for Funding
Gross Notional solutions solve for GSIB
Net Notional solutions solve for Capital
IMM solutions solve for Capital
- Bilateral or Multilateral compression exercises
- Overlay new trades or “tear-up” of existing trades
- Streamlined, simple workflows, spanning 1 or 2 days
- Dealer-based networks, that can also involve buy-side firms
- Leader in bilateral and multilateral optimizations, with over 6 years in the FX optimization space
- First provider of SA-CCR Optimizations, beginning in 2020
- Partner who understands the demands and costs of the regulatory environment
- Technology built on innovative algorithms
- A diverse and steady pool of liquidity
- Empowered by partnerships
- Acadia partnership powering our SA-CCR solutions and driving data standardization for the sell-side
- TradeNeXus partnership provides solutions to buy-side participants
- Other partnership opportunities to embed Capitolis analytics and optimizations within platforms
Want to Learn More?
From reducing risk to increasing stability to unlocking capital efficiency, we’re here to help. Fill in your details below and we’ll show you everything our platform and solutions can do for you.