Extended Simulation

The Extended Simulation enables Collateral Givers to assess the ability to open one or more same-day exposures across any number of counterparties. The simulation will also optimise the collateral allocated to cover existing exposures, if needed. Please note that in order to run the extended simulation, Collateral Givers are required to have automated source accounts,

In addition, an external file can be added to an existing trading account. In this case, the user can assess:

• The ability to open one or more same-day exposures with multiple counterparties
• The extent to which the collateral in the file would cover existing collateral shortfalls (due to under-collateralised exposures, margin calls, and short positions);
• Both of the above

The Extended Simulation report includes information on all active exposures, but does not provide details on collateral valuation and eligibility

More details can be found in the Collateral Management Product Guide