Capital Markets · T513 · Margin & Collateral · OpenChainGraph
v1.0

Margin Call Collateral Mobilizer

Compute initial margin and variation margin for a derivatives or repo position. Routes to the correct margining framework: UMR/SA-IM for derivatives; GMRA for repo. Canton enables atomic 24/7 collateral movement.

UMR/SA-IM GMRA/SFTR d499 Canton 24/7 Zero PII Client-Side
Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. SA-IM figures are indicative simplifications of BCBS-IOSCO d499 Annex A add-on factors: full ISDA SIMM requires trade-level sensitivity data. Repo haircuts follow BCBS CRE22 indicative floors. This tool is for decision-support only; verify with your legal and risk teams before executing margin calls. Deterministic logic · no inference · zero PII · CC BY 4.0.
Presets
Position Parameters ⚖ UMR / SA-IM (d499)
Position Type
Notional
Currency
Tenor
Counterparty Threshold Group
Eligible Collateral Type
Existing IM Posted (EUR)
Existing VM Posted (EUR)
VM Mark-to-Market (EUR/USD/GBP) Current MtM exposure for VM calculation
MTA (Minimum Transfer Amount) Updates with position type

Regulatory citations in this tool are subject to the reliance notice.