Uncleared Margin Rules
Uncleared Margin Rules are here. The new regulations require in-scope firms to post and receive initial margin in a manner specifically dictated by the rules, representing a brand-new and complex process for many firms. Phase 6 of the rules took effect in September 2022. Hazeltree is helping clients meet UMR requirements.
Hazeltree UMR Solutions
Hazeltree UMR Solutions
AANA Estimator
Gain a comprehensive view of all legal entities and their Average Aggregate Notional Amount (AANA). Our solution provides an early warning system to entities that approach inclusion in Reg IM, with the ability to monitor AANA on a daily basis, not just during the regulatory mandated monitoring period.
Flexible Reg IM Approach
Regardless of the margin approach selected (Distinct, Greater of or Allocated), our solution can satisfy one or all three approaches, across multiple counterparties.
Connectivity to Segregation Agents
Our UMR solution can support both Triparty and Third-Party Custodial Segregation models, as well as direct connectivity to all Segregation Agents. It can also provide RQV (Required Value) for Buy-Side firms that are accepting Collateral from their Counterparties.
Document Management
Store your collateral documents, including CSA and Collateral Schedules within the solution for immediate review.
Hazeltree Optimizer
Market participants can also benefit from our unique algorithmic rules engine, Hazeltree Optimizer™, to automatically manage collateral calls based on desired targets and tolerances.
