What is it?

Janus Margin Engine (JME) is a sophisticated calculation tool which evaluates initial margins and their variations, with complete real-time coverage of the derivatives markets.

Who is it intended for?

JANUS™ Margin On Demand addresses the needs of different clients:

  • Prop Trading Desks
  • Derivatives Sales Desks
  • Hedge Fund Managers
  • BackOffice and Clearing units
  • Online Brokers

What requirements does it cover?

Obtains an exact picture of your clients’ portfolios margin needs in real time and avoid the complex and constant changes applied by the exchanges and margin call issues.

What are the benefits?

With Janus Margine Engine, your entity will benefit from:

  • Having a better risk control and margin calculation for the derivatives markets in real time. It also includes partial orders and executions.
  • Evaluate the margins required today and not tomorrow, improve financial efficiency and monitor the clearer.
  • Consultancy services on how to reduce collateral requirements and thus avoid margin calls the day after.
  • Each Clearing House uses its own methodology and is difficult to manage. Janus Margin Engine allows you to run these calculations in real time.
  • Ability to calculate the “Worst Net Position”, for example, the worst situation of the difference between total long positions and total short positions in the same asset.

Key functionalities

  • Implements What-if simulations

  • Generates detailed summary reports

  • Imports CSV files with a list of portfolios and trades

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