ConvergEx Adds Real-Time Margin Tools
For Theoretical Intermarket Margining System (TIMS) portfolio margin calculations, the broker has released iRBM, while iRBH covers haircut estimates, which quantify the risk associated with holding a particular asset as collateral. The tools allow for intraday calculations based on current prices, positions and volatilities, built on LiquidPoint's Blaze.net low-latency architecture.
"Market movements, volatility swings and position changes can alter risk profiles significantly," says Anthony Saliba, CEO of ConvergEx's LiquidPoint. "By offering intraday calculations, we are empowering risk managers to identify those positions when it matters most ─ when it happens."
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