Cassini’s latest advancements considerably expand its capability to replicate PB margin across a diverse array of policy types. Additionally, it is introducing a stress testing feature that fortifies hedge funds against forced liquidation events, thus contributing to the robustness of their risk frameworks.
Historically, only firms with access to complex and costly internal solutions have been able to achieve the level of PB margin calculations and stress testing that Cassini now offers. By expanding coverage across more PBs to include stress-based, Value-at-Risk (VaR) and rule-based models, combined with new stress testing capabilities, Cassini is democratizing access to critical buy-side treasury and risk solutions. These developments will allow all firms to enhance operational and liquidity risk controls.
With the landscape of derivatives markets ever-changing and potential market-moving events on the horizon, such as the US presidential election and ongoing tensions in the Middle East, the need for hedge funds to prepare for future market conditions has never been more critical. Cassini’s enhanced solutions offer hedge funds a previously unavailable level of insight and preparedness.