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Portfolio Margining System

Leading-Edge Software. Unrivaled Expertise.

Through our LDB division, ConvergEx specializes in developing industry-leading tools that assist in the computation and optimization of capital charges, including security haircuts and margins.

Our LDB software suite assists in calculating regulatory capital requirements in the following areas:

•  -  Risk based haircuts
•  -  Listed derivatives, equities, stock baskets
•  -  Fixed income haircuts: corporate, government, municipal bonds, and other debt securities
•  -  Option margin optimizer, customer option/single stock future margins
•  -  Stock borrow/loan ALDOP compatible calculations
•  -  Portfolio margin/cross margin calculations
•  -  Repo/reverse repo calculations

In today’s evolving and complex global marketplace, customers require sophisticated tools in order to stay competitive. Our powerful, proprietary technology combined with our professional expertise provides our customers with an unrivaled offering.