»Our mission is to enable you to implement the very best clearing and collateral management strategies by optimising returns and market access.«

Stefan Lucht, Partner LPA

Clearing & Collateral Management

LPA Risk & Quant Consulting helps you to optimise your internal and external processes so that you can make the best use of your liquidity and securities in all phases of the market, while keeping your operations efficient and low-risk.

Our Services for Clearing &
Collateral Management

Collateral management for your derivatives business

Clearing and the bilateral collateralisation of derivatives are standard market practices when it comes to mitigating the counterparty risk inherent in derivatives transactions. Both are integral parts of the European Market Infrastructure Regulation (EMIR).

The requirements placed on liquidity and collateral management are increasing, with ever more OTC derivatives requiring clearing. In addition to the variation margin for uncleared derivatives, requirements governing the initial margin are now gradually coming into effect.

Challenges of Initial Margin Requirements for Uncleared Derivatives:

  • Segregation of collaterals
  • Funding-need for additional collateral
  • Implementation, validation, and the backtesting of internal Initial Margin Models (e.g. ISDA SIMM)
  • Reconciliation of margin calls with counterparties

LPA-Solutions for Clearing &
Collateral Management

Would you like to know more?

We will be happy to advise you.

Case studies for clearing &
collateral management

Here you will find a selection of projects brought
to a successful conclusion thanks to our consulting expertise and software solutions.

Christian Behm
Christian Behm
Your partner for
Risk & Quant Consulting

Contact form



Christian Behm
Christian Behm
Your partner for
Risk & Quant Consulting
Menu