OpenGamma provides a cloud‑native platform that consolidates trading, risk, treasury and operations data to deliver real‑time margin analytics for cleared and bilateral derivatives. Its engine calculates initial and variation margin, forecasts cash‑flow impacts, automates margin‑call challenges and allocates financing costs, enabling hedge funds, commodity traders and banks to reduce collateral usage and improve capital efficiency.
Funding
$21M raised to dateRaised to date based on public sources. This may differ from the amount the company actually raised and is based only on what is publicly available on the internet.
AXFounders
Product
Problem
Derivative trading desks face fragmented margin calculations, regulatory‑driven capital buffers, and manual margin‑call processes that lock up liquidity and inflate financing costs. Inaccurate or untimely margin assessments can lead to unnecessary collateral postings and reduced trading capacity.
Solution
OpenGamma delivers a front‑to‑back derivatives management platform that unifies trading, risk, treasury and operations data to provide real‑time margin analytics. The suite models initial and variation margin across all asset classes, forecasts cash‑flow impacts, and runs stress‑scenario analyses to anticipate liquidity needs. Automated workflows identify and challenge incorrect margin calls, while a cost‑allocation engine attributes financing expenses to desks, strategies and traders. Integrated APIs and cloud‑hosted analytics enable seamless data ingestion, daily reconciliation, and regulatory‑compliant reporting, helping firms lower financing costs, free up capital, and improve decision‑making.
Target Audience
Primary users are hedge funds, commodity trading firms, and banks that manage cleared or bilateral derivatives, as well as their treasury, risk‑management and operations teams.
Features
- Proprietary margin‑calculation engine with full CCP model coverage for cleared and bilateral trades
- Real‑time forecast of next‑day and forward margin calls, incorporating market data and portfolio changes
- Stress‑test module that simulates historical and custom market shocks on margin requirements
- What‑if simulation tool to evaluate trade‑level impact on capital and financing before execution
- Automated margin‑call challenge workflow that normalises broker statements and disputes over‑collateral
- Cost‑allocation engine that attributes margin financing to desks, strategies and traders using transparent methodologies
- RESTful APIs and settlement‑platform connectors for end‑to‑end data ingestion and workflow automation
- Cloud‑native analytics pipeline with role‑based access control and audit‑ready reporting for compliance