COMPREHENSIVE PORTFOLIO COMPRESSION

Capitalab’s Swaptioniser® is the industry-leading solution that compresses vanilla and non-linear derivatives within OTC Rates, FX and listed Equity options portfolios. Compression has become key to successful counterparty risk management, both in terms of reducing overall risk exposure and in facilitating overall margin savings.

FUNCTIONALITY

Capitalab’s award-winning multilateral compression technology.

  • Reduces gross notional and mark-to-market (MTM) exposure
  • Reduces outstanding line-items and associated option exercise costs

PRODUCT COVERAGE

Interest Rates: Swaptions, Caps & Floors, Cross Currency Basis Swaps, IR Swaps, FRAs, Liquidity Basis Swaps

FX: FX Options, Forwards & Swaps

Equity: Listed Equity Options & Futures

KEY FEATURES

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 complex and vanilla derivatives.

Capitalab has eliminated many $-trillions of options notional across its global client base.

Capitalab is a dedicated technology division of BGC Brokers L.P.