Non-cleared swaps compression battle heats up

Quantile, LMRKTS, Capitalab and triBalance jostle for supremacy in IM optimisation

Photo of euro compressed
Compress gang: vendors are competing to provide IM compression services

Fintech vendors are competing to reduce the amount of initial margin (IM) dealers must post on non-cleared derivatives trades; though banks caution that some solutions being tabled may prove too complex or costly to merit the investment, and that there is likely room for only one or two to survive.

Quantile Technologies, LMRKTS, BGC’s Capitalab, and Nex’s triBalance have all run dummy and live optimisation exercises with groups of banks in recent months, using multilateral portfolio compression

To continue reading...

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: