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Capitalab and AcadiaSoft in collaboration for initial margin optimisation

Capitalab will leverage data within the AcadiaSoft Hub to improve efficiency of the service and help mutual clients in the derivatives market

CAPITALAB ANNOUNCES RECORD COMPRESSION AND INITIAL MARGIN OPTIMISATION RESULTS

In the last two months, Capitalab compressed over $700 billion of Swaptions, Caps and Floors notional across combined Options and cleared Swaps cycles, with over $2 billion of rates Initial Margin (IM) savings in one October IM run alone, across over 25 legal entities and one CCP.

Capitalab have been awarded “Compression Service of the Year” for the second time by Global Capital as part of their Derivatives Awards 2018.

The award has been given based on Capitalab’s dedication to innovation and entrepreneurial spirit in the derivatives market, providing value to a range of firms.