Mandelzis and Klug discuss how Capitolis’ suite of optimization tools gives financial institutions more control, with sophisticated algorithms that constantly scan for opportunity and the ability to seamlessly perform on-demand, real-time compressions, and novations. They also consider how new regulations, such as SA-CCR, which will adjust current models for measuring exposure at default for counterparty credit risk, might create more demand for compressing notional to optimize balance sheets.
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