B3 has just launched its Margin Simulator service, which allows you to carry out simulations directly on the Close-Out Risk Evaluation (CORE) system, one of the most modern and secure risk management systems in the world.
The service is provided via API or through an Excel spreadsheet plugin. When you contract this service, you can carry out simulations in two ways:
- HYPOTHETICAL PORTFOLIOS
By creating hypothetical portfolios containing the assets you wish to assess. Information on the necessary collateral for the transaction is provided in real time.
- RECONCILIATION MODULE
By using the iMercado reconciliation module (IMBARQ001 file) to import the previous day’s closing positions.
Through the Margin Simulator, we have expanded our Risk Services portfolio to enable the market to access a platform that assesses more than 10,000 risk scenarios. Together, we can boost your capital allocation efficiency even further.