INNOVATIVE SOLUTIONS TO COMPLEX PROBLEMS
- Cutting-edge multilateral services targeting counterparty risk reduction, margin optimisation and fixing risk management
- Tailor-made solutions complete with risk and capital savings analysis
- Lead by experienced team of former traders and quants
MARKET-LEADING CAPITAL OPTIMISATION
- Optimise bilateral and clearinghouse margin requirements multilaterally
- Reduce capital requirements under SA-CCR and RWA exposures (SA & IMM)
- Hundreds of billions of US$ of margin reduction delivered
- Operationally light-touch with Acadia integration and straight-through trade processing
MARKET-LEADING OPTION COMPRESSION
- Sole provider of multilateral OTC option compression since 2015
- Model-agnostic risk framework for most complex suite of products
- Coverage across OTC Interest Rate options, FX options and listed Equity options
- Many trillions of US$ of options notional compressed
PARTNER OF CHOICE IN A VOLATILE ENVIRONMENT
- Client satisfaction at the heart of our values
- 2021 Risk.net OTC Infrastructure Service of the Year
- Winner of three GlobalCapital awards
- 24-hour coverage for our global client base
Innovation in Risk Management
Capitalab®’s innovative technology brings greater capital and operational efficiency to the global derivatives markets.
Our industry-leading portfolio margin optimisation and compression services reduce the counterparty risk, size and costs of maintaining derivatives portfolios.
By simplifying the complexities of managing large quantities of derivatives, we help drive sustainable growth for our clients and improve industry resilience.
Our solutions are highly customisable. From broker-dealer banks looking to maximise returns on diverse portfolios to buy-side clients seeking to adapt to a new regulatory environment, we can find the optimal approach for your needs.
Diverse Product Coverage
The greater the potential universe of multilateral trades, the greater the scope for cost and risk reduction. Capitalab’s services cover an industry-leading range of bilateral and cleared products.
Capitalab is a dedicated technology division of BGC Brokers LP.
Margin & Capital OptimiSation
Leading optimisation algorithms allow our clients to reduce capital & funding costs associated with:
- Initial margin requirements – bilateral and cleared
- Standardised Approach for Counterparty Credit Risk (SA-CCR) exposure
- Risk Weighted Assets (RWA) – via the Standardised Approach (SA) and Internal Models Method (IMM)
Capitalab has eliminated hundreds of $-billions of margin requirements for its global client base.
Swaptioniser is the first service that brings multilateral compression to OTC Rates, FX and listed Equity options portfolios.
Capitalab’s multilateral compression technology:
- Reduces gross notional and mark-to-market (MTM) exposure
- Reduces outstanding line-items and associated option exercise costs
- Supports IR Swaptions, Caps & Floors, Cross Currency Basis Swaps, IR Swaps, FX Options & Forwards, Equity Options & Futures
- Has eliminated many $-trillions of options notional
Capitalab NDF Match provides clients with an advanced multilateral matching solution to Non-Deliverable Forward (NDF) fixing risk and FX settlement date exposure.
- Asian NDFs
- LATAM NDFs
- CNH, THB, HKD
Traders input their fixing risk ladder into our web-based platform and, using a variety of strategies, multilaterally match against opposite interest from other traders, reducing NDF mismatch fixing risk, or FX settlement date exposure.
All trades executed are sent via STP directly to traders’ books.
Brokerage AND advisory
Via the Capitalab and Swaptioniser brands, we provide financial brokerage, execution and advisory services in the fields of securities, options, forwards and other derivative products.
Via the Capitalab and Swaptioniser brands, we provide software and services for valuation and compression of derivative instruments and accessing financial informational services. Additionally, we offer software development services.