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exchanges & CCPs

Realtime Pre-Trade Risk Measurement - ActiveMargin

ActiveMargin is a real-time online risk management system with advanced analytics and reporting features. For central counterparties and exchanges, the ability to compute and charge margins from member firms in realtime is of paramount importance as the solvency of the firm depends on this. ActiveMargin™ is a realtime risk engine which computes margin requirements in realtime at the portfolio level. It can be deployed at either the pre-trade or the post-trade level depending on the exchange’s need. It supports a wide range of risk methods including SPAN®, TIMS® Value-at-Risk (VaR) methods based on historical, hybrid and Monte Carlo simulations.

Supports a wide range of asset classes including equities, debt, foreign exchange, commodities, futures and options.

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