Collateral Optimization

Quartet FS’ ActivePivot™ delivers a full solution for collateral optimization going beyond calculations and entering the decision making sphere with scenario analysis, stress tests and optimisation algorithms.

Collateral optimization is a growing concern for the financial community. Its complexity arises from large and growing volumes of collateralised deals to manage. You need a clearer and immediate view on collateral availability and requirements to support funding decisions.

ActivePivot collateral optimization software key features and benefits:

• Maintain up to date information on exposures, collateral positions and requirements and monitor concentration rules.
• Optimise collateral combinations to be pledged.
• Evaluate the impact of stress tests.
• Understand multi-variant scenario impact on collateral sufficiency.
• Measure impact of rating triggers, market movements and rehypothecation assumptions on liquidity and credit risk.
• Analyse exchange and direct counterparty agreement requirements concurrently.