Collateral & Margin Management
ISDA CSA lifecycle, SIMM initial margin, variation margin calls and dispute resolution
Total IM Required
$44.7M
Margin Shortfall
$4.5M
Open Calls
1
Disputes
1
About This Agent
Data on this page
ISDA CSA agreements per counterparty — agreement type (SIMM or variation-margin-only), initial margin required vs initial margin posted, and margin status (margin call, dispute, or covered) — alongside stat cards for total IM required, margin shortfall, open calls and disputes.
What this agent does
Runs ISDA SIMM initial margin calculations under each CSA, compares required vs posted collateral per counterparty, and automatically issues margin calls where a shortfall exists. Disputed calls are flagged and routed to collateral ops for reconciliation rather than auto-called.
Worked examples
- Goldman Sachs (ISDA CSA — SIMM): $18,200,000 required vs $14,000,000 posted, a $4.2M shortfall — agent flags a Margin Call and offers "Issue Call".
- HSBC (ISDA CSA — SIMM): $6,100,000 required vs $5,850,000 posted — flagged as Dispute and routed to collateral ops rather than auto-called.
- BNP Paribas (ISDA CSA — VM only): $0 required and $0 posted — agent confirms Covered with no action needed.
CSA Agreements
| Counterparty | Agreement Type | IM Required | IM Posted | Status | Action |
|---|---|---|---|---|---|
| Goldman Sachs | ISDA CSA — SIMM | $18,200,000 | $14,000,000 | Margin Call | |
| Deutsche Bank | ISDA CSA — SIMM | $9,400,000 | $9,400,000 | Covered | |
| BNP Paribas | ISDA CSA — VM only | $0 | $0 | Covered | |
| HSBC | ISDA CSA — SIMM | $6,100,000 | $5,850,000 | Dispute | |
| Barclays | ISDA CSA — SIMM | $11,000,000 | $11,000,000 | Covered |