6/25/19

Margin Simulator - Know more about B3’s new product!

Now you can simulate scenarios for collateral margin calls of your company's asset portfolios in an easy, fast and accurate way.

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.

More information about the service and how to contract it can be accessed in our website, by email at riskservices@b3.com.br or phone +55 11 2565-5996.