OpenGamma Platform

The OpenGamma Platform is a comprehensive front-to-back derivatives management solution designed to optimize capital requirements, reduce margin costs, and enhance liquidity management for large financial firms. According to the vendor, this platform caters to a wide range of professionals and industries, including financial analysts, risk managers, treasury managers, operations managers, derivatives traders, hedge funds, commodity trading firms, and various financial institutions.

Key Features

Liquidity Management: According to the vendor, OpenGamma Platform helps commodity trading firms optimize liquidity management by forecasting cash requirements and identifying opportunities to reduce margin costs. It enables firms to retain control of their capital requirements and improve the efficiency of derivatives in their business.

Capital Efficiency: According to the vendor, OpenGamma Platform reduces margin requirements and optimizes capital usage for all derivative users. It helps firms increase leverage and returns by anticipating margin rate changes, reducing financing costs, and improving capital allocation efficiency.

Forecast: According to the vendor, OpenGamma Platform's Forecast module allows firms to efficiently manage future liquidity requirements by forecasting next-day margin calls, projecting capital requirements, and anticipating margin rate changes. It helps firms ensure sufficient liquidity, reduce projected requirements, and anticipate changes in margin rates.

Stress Test: According to the vendor, OpenGamma Platform's Stress Test module enables firms to assess liquidity requirements in stressed market conditions. It allows users to stress test liquidity by evaluating the impact of stress scenarios on initial and variation margin requirements. It helps firms understand historical events' impact on portfolios and assess market sensitivities.

Simulate: According to the vendor, OpenGamma Platform's Simulate module enables users to simulate portfolio changes' impact on capital requirements and financing costs. It allows users to model position changes, find the cheapest option, and maximize trading capacity. It helps users anticipate liquidity and cost impact, reduce financing costs, and optimize trade allocation.

Reduce: According to the vendor, OpenGamma Platform's Reduce module suggests portfolio changes to reduce margin and financing costs. It provides daily optimization recommendations to identify cost reductions and improve capital efficiency. It helps firms reduce capital requirements, quantify liquidity impact, and find capital-efficient trades.

Validate: According to the vendor, OpenGamma Platform's Validate module helps firms validate margin requirements and perform reconciliation and validation of margin. It allows users to identify reasons for discrepancy in margin calls and challenge incorrect statements to reduce collateral posted.