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Real-time Margin
Intelligence.

Portfolio & Margin Analytics 

Optimize margin and collateral decisions with real-time analytics. 

Core Solutions

Stress Tests

  • P&L Vectors and Exposure Risk
  • Volatility Surfaces
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Portfolio Margin

  • TIMS® Methodology by OCC and Enhanced TIMS® Methodology by OCC
  • Margin Engine for STANS® Methodology
  • Futures Exchange Margin
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Margin Engine for STANS® Methodology by OCC

  • Real-Time OCC STANS® Methodology
  • STANS® Collateral Optimization
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Portfolio Risk

  • Exposure Risk
  • Scenario and Simulation
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Why Cboe Portfolio & Margin Analytics?

Capital costs are climbing. Clearinghouse methodologies keep changing. New regulations demand more oversight. In this environment, capital efficiency matters, which is why Cboe calculates and optimizes margin across OCC STANS, OCC TIMS, and SPAN methodologies using live market conditions instead of static files.

Differentiators include:

Real-Time Processing

The Volera® Engine's hardware-accelerated technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

Fully Customizable

Clients can modify inputs and assumptions and obtain custom models that align with their needs to ensure relevant and readily consumable data. 

Data-Enabled Approach

Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.

Effective Resource Allocation

Our cost effective “as-a-service" model allows customers to redirect internal resources to higher impact efforts.

Supported Methodologies

OCC Stans

Leverage Cboe’s Margin Engine for STANS methodology proprietary to OCC®. OCC clearing members can simulate margin requirements based on real-time market conditions and up-to-the-second position and collateral information. Cboe’s margin calculator can be applied to actual or hypothetical positions to help anticipate OCC margin requirements.

OCC TIMS

Supports Risk-Based Haircuts (RBH) and Customer Portfolio Margin (CPM) calculations. Real-time processing enables clearing firms and trading firms to anticipate customer margins with allocation to individual customer accounts using current market prices.

Futures Exchange Margin

SPAN methodology support for CFE, CME, ICE US, and other major exchanges. Scenario and simulation methods using worst-loss approaches for comprehensive futures margin calculations.

Margin "What-If" Analysis

Test margin impact across custom scenarios including price shocks, volatility changes, and time decay.

Margin Attribution

Estimate the marginal impact of specific customer accounts or proprietary books on STANS margin. Cross-methodology comparisons (e.g., TIMS RBH vs. STANS) provide a comprehensive risk perspective.

Resources

Case Study

Buy-Side Solutions

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Learn More about Cboe Hanweck's cutting-edge Buy-Side Solutions for Hedge Funds and Asset Managers.

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Factsheet

Portfolio & Margin Analytics

Download an Overview of the Cboe Hanweck Margin Engine.

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Factsheet

Options Analytics

Cboe Hanweck Options Analytics is your "as-a-service" solution for real time, data-enabled, global, risk analytics covering options on equities, ETFs, indices, and futures.

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Contact an Expert

Let us know how we can help and we'll contact you with an expert from the right team.