RiskMargin

RiskMargin is a web app (with optional desktop agent) that continuously estimates counterparty credit exposure and required buffers using live positions, collateral terms, and market moves. It ingests trades/positions from common sources (CSV/SFTP/API), maps them to netting sets, applies CSA/IM rules, and runs fast scenario shocks (rates, FX, spreads) to produce a daily “margin-at-risk” and breach alerts. It’s not a full-blown enterprise risk engine; it’s a pragmatic layer that sits on top of existing systems to highlight where exposure is drifting and which counterparties need action (call collateral, reduce limits, novate, hedge). The MVP focuses on a small set of products (e.g., FX forwards, swaps) and a limited scenario library, because broad product coverage is where most tools become expensive and slow to implement.