Margin intelligence for institutional desks. Analytics based on standard industry margin methodologies, plain-English queries, and scenario stress-testing — purpose-built for risk and ops teams.
Purpose-built by quants, engineers, and former trading desk professionals.
Ask any margin, risk, or scenario question in natural language. Get instant, grounded answers drawn directly from your live data — no dashboards, no SQL.
Live IM exposure, threshold utilization, and limit breach alerts across every desk and portfolio. Catch issues before they escalate to a margin call.
Upload the initial and variation margin figures you already have — from your own spreadsheet or margin vendor — and see them broken out by position, by cleared vs. OTC, in one place. Every figure comes from your data, not the AI.
Run scenario analyses in seconds. Model rate shocks, volatility spikes, and credit events to understand margin impact before markets move.
Designed to work alongside your existing risk systems and data infrastructure. Integration scope is scoped during onboarding — we don't assume a standard setup.
Every answer traces back to the margin data you uploaded, not the AI, so you always know where a number came from. Export board-ready reports and risk summaries with one click.
Structured pilots scoped to your firm's data and workflows. Two steps, no surprises.
Margin requirements are essential — but across most financial firms, they're still managed through manual workflows and fragmented systems. The cost of that gap is measurable.
DTCC raised margin collateral requirements to 100% overnight4, forcing Robinhood to halt trading and Melvin Capital to absorb a $2.75B emergency capital injection. Firms that lacked real-time margin stress-testing had no time to respond.5
Institutional desks — prop trading firms, hedge funds, asset managers, investment managers, and regional banks — are still managing margin exposure through fragmented spreadsheets and manual workflows. The exposure is real. The tooling hasn't caught up. MarginLens was built to close that gap.
1 FINRA, margin statistics, recent data 2 ISDA, margin survey, March 2020 3 LCH / CCP industry data, March 9 2020 4 DTCC margin notice, January 28 2021 5 SEC/DTCC filings, January 2021
We are currently in private beta, running structured pilots with select prop trading firms, hedge funds, asset managers, investment managers, and regional banks. Inbound interest has come from risk and ops teams at institutional desks — exactly the people this is built for.
We run structured pilots for prop shops, hedge funds, asset managers, investment managers, and regional banks. Scoped onboarding, no long-term contract. If margin intelligence is on your radar, let's talk.