LCH platform to provide risk calculations for margin hub

SwapAgent agrees to send standardised sensitivities for bilateral trades to AcadiaSoft for IM calls

calculations
Some say disputes can be reduced if calculations are left to third parties

LCH has announced a tie-up with margin hub AcadiaSoft to provide standardised risk sensitivity data for bilateral trades that can be used to generate initial margin calls, which could reduce the potential for disputes.

SwapAgent, LCH's soon-to-be-launched platform for the calculation of variation margin calls for non-cleared trades, will supply risk sensitivity data to AcadiaSoft's margin utility, which will plug it into the standard initial margin model (Simm) to generate an initial margin call

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