Automate the selection of the cheapest collateral to deliver for margin calls
Wipro’s collateral optimization engine helps in automating the selection of the cheapest collateral to deliver for margin calls. The engine takes into account inventory, eligibility requirements, margin call requirements and the terms set by regulators, trading organization and the user. Our analytics engine supports eligibility terms, including those introduced by BCBS IOSCO Initial Margin regulations, and provides out-of-the box ranking for available assets. It also provides flexibility to customize ranking, lock collateral and specify re-hypothecation parameters catering to clients’ unique situations. Clients who use our optimization engine (available in an as-a-service model) save on funding costs compared to manual selection.
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