Case Study: International Swaps and Derivatives Association achieves faster RNIS margin calculations with ActiveViam

International Swaps and Derivatives Association - Customer Case Study

A leading global bank with over half a trillion dollars in assets faced the challenge of calculating Risk Not in SIMM (RNIS), complex risk factors for exotic derivatives not covered by the standard ISDA SIMM model. This high-volume, complex process was cumbersome and required a solution for optimizing margin calculations to free up capital and meet stringent regulatory requirements. The bank partnered with ActiveViam to address this.

Using ActiveViam's Atoti technology, the bank built a unique, non-black-box solution from scratch. This provided a unified platform for on-the-fly calculations and data aggregation, enabling daily risk analysis. The solution drastically reduced calculation times for client margins from two hours to a couple of minutes. ActiveViam's platform brought significant efficiency gains, streamlined workflows, and positioned the bank for future portfolio optimization and strategic growth.

International Swaps and Derivatives Association