»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
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.
Implement requirements and develop ideal clearing solutions
Introduce processes and IM model and establish them in systems
Automate processes and optimise the use of collateral
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.
Clearing and collateralisation of non-centrally cleared derivatives have an effect on risk, capital and funding costs (CVA, DVA, FVA, KVA, ColVA and MVA). Our software tool provides reliable support when quantifying effects and, of course, takes the latest regulatory requirements such as SA-CCR fully into account.