Capitalab FX, with CLS
Multilateral risk-constrained compression
Products: FX Forwards, FX Swaps
Currencies: All CLS Settlement currencies
Key Features
Monthly cycles
Full terminations + New trades, with innovative features allowing maximal degrees of freedom
Target Gross Notional, CEM Leverage, Net Notional, Gross MTM, SA-CCR PFE, and RWA
Reduce daily settlement risk per counterparty
Virtual desk-hubbing and Prime Brokerage support
For further information email [email protected]