Innovation in Risk Management
Capitalab®’s innovative technology brings greater capital and operational efficiency to the global derivatives markets.
Our industry-leading portfolio margin optimisation and compression services reduce the counterparty risk, size and costs of maintaining derivatives portfolios.
By simplifying the complexities of managing large quantities of derivatives, we help drive sustainable growth for our clients and improve industry resilience.
Tailored Approach
Our solutions are highly customisable. From broker-dealer banks looking to maximise returns on diverse portfolios to buy-side clients seeking to adapt to a new regulatory environment, we can find the optimal approach for your needs.
Diverse Product Coverage
The greater the potential universe of multilateral trades, the greater the scope for cost and risk reduction. Capitalab’s services cover an industry-leading range of bilateral and cleared products.
Capitalab is a dedicated business of Capitolis UK Limited.
Our Services:
Margin & Capital OptimiSation
Leading optimisation algorithms allow our clients to reduce capital & funding costs associated with:
- Initial margin requirements – bilateral and cleared
- Standardised Approach for Counterparty Credit Risk (SA-CCR) exposure
- Risk Weighted Assets (RWA) – via the Standardised Approach (SA) and Internal Models Method (IMM)
Capitalab has eliminated hundreds of $-billions of margin requirements for its global client base.
SwaptioniSer®
Swaptioniser is the first service that brings multilateral compression to OTC Rates, FX and listed Equity options portfolios.
Capitalab’s multilateral compression technology:
- Reduces gross notional and mark-to-market (MTM) exposure
- Reduces outstanding line-items and associated option exercise costs
- Supports IR Swaptions, Caps & Floors, Cross Currency Basis Swaps, IR Swaps, FX Options & Forwards, Equity Options & Futures
- Has eliminated many $-trillions of options notional
Brokerage AND advisory
Via the Capitalab and Swaptioniser brands, we provide financial brokerage, execution and advisory services in the fields of securities, options, forwards and other derivative products.
Software solutions
Via the Capitalab and Swaptioniser brands, we provide software and services for valuation and compression of derivative instruments and accessing financial informational services. Additionally, we offer software development services.
Capitolis Acquires BGC Group’s Compression & Optimization Business, Capitalab, to Accelerate Rapid Growth
Expands Capitolis business into Rates Portfolio Compression & Margin Optimization
Capitalab Founder and CEO Gavin Jackson to join Capitolis executive team