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Presented by Dmitry Pugachevsky: Director of Research, Quantifi

Recent regulations significantly increased collateral requirements for cleared trades. We will look at different capital costs arising from clearing and will compare them with  costs for OTC trades

• IMC – cost of funding Initial Margins
• VMC – cost of funding Variation Margins
• Analysis of total cost of Clearing and comparison with OTC costs
• Reasons OTC trading will continue
• Converging between OTC and Clearing funding costs

Quantifi is a specialist provider of analytics, trading and risk management solutions. Founded in 2002, Quantifi has over 140 clients across 16 countries including 5 of the 6 largest global banks, 2 of the 3 largest asset managers, leading hedge funds, pension funds, insurers, brokers, clearing members, corporates and other financial institutions. The client base is evenly divided between the sell and buy-side. Quantifi has offices in London, New York, Frankfurt, Paris, New Jersey, and Sydney.

Quantifi re-invests significantly into research and development each year. We work closely with clients, market experts, and industry participants to drive our products. Reflecting this long term commitment, Quantifi has an unparalleled track record of being first-to-market for all of the most significant innovations in the OTC markets including CVA, FVA and OIS/CSA Discounting. Quantifi is also a leader in financial technology with early adoption of key technologies that give our clients advantages in terms of speed, scalability, and usability including being the first commercial native .NET analytics library and the first financial software vendor to support the Intel TBB multi-core API.