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This is a collection of videos from The OTC Space, a website dedicated to the capital markets and in particular OTC derivatives. For more articles, news and our magazine Rocket, please visit

  1. Eurex: Session 4 - Cross-Product Margining

    In this session Byron explains some examples of moving OTC exposure into Eurex Clearing, with illustrative diagrams.

    Q13: How does the PRISMA ETD and OTC Cross-Margin Calculator Work? (00:26)
    Q14: How does PRISMA select trades for cross-margin? (02:15)
    Q15: Moving an entire OTC portfolio, and the IM savings (03:17)
    Q16: Using basis trades to switch the 5 year and 30 year points, and IM savings (04:49)

  2. Eurex: Session 1 - Buy-side Margin Challenges

    Focussing on the needs of buy-side firms (any firm who isn't a large dealer, such as Corporates, Asset Managers, Investment Managers or Hedge Funds), in this video our panel answers the questions:

    Q1: Why should a buy-side firm replicate CCP initial margin calculations (00:25)
    Q2: What are firms asking OpenGamma regarding initial margin? (01:17)
    Q3: Why is knowing initial margin pre-trade important? (02:01)
    Q4: How are firms optimising margin? (04:34)

  3. Eurex: Introduction to the OpenGamma Eurex Clearing Video Series

    Hear about why managing your IM is important, and the purpose of these videos.

  4. Eurex: Session 3 - Panel Discussion on Margining

    In this session the whole panel tackles questions including:

    Q9: How does the buy-side manage the flow of block trades across multiple clearing brokers and CCPs? (00:30)
    Q10: How will these tools provide transparent pricing to the buy-side? (01:57)
    Q11: How does OpenGamma deliver their tools in a low impact way? (04:00)
    Q12: How are firms going to manage cash funding for VM and IM? (05:15)

  5. Eurex: Session 2 - Benefits of the OpenGamma tools

    In this video taking the view of the larger sell-side firms, the panel discusses:

    Q5: How would a CVA or Rates desk make use of the OpenGamma tools? (00:24)
    Q6: How would the tools be used in a pre-trade or limits check context? (01:30)
    Q7: What use are the OpenGamma tools for Clients in Clearing? (02:04)
    Q8: How could the tools be used for modelling the future behaviour of a portfolio? (03:53)

  6. TMX Video on Optimising Capital Under FRTB

    David Chen from TMX explains how the way FRTB affects your trading desks can cause capital increase or decrease depending on how you take advantage of the structure of the calculations. Two examples are explained of moving a Swaption or Equity position between desk structures and capital models with a drill down on the expected or unexpected changes of doing so.