Bring in your initial margin numbers — file upload, database connection, or REST API — and see them organized, categorized, and explained in one place across the entire book.
Type a question the way you'd ask a colleague and get a grounded, traceable answer in seconds — no dashboards, no SQL, no waiting on a quant.
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Counterparty-level risk scoring, not a flat threshold check. A machine learning model trained on margin-call patterns scores each counterparty's aggregate exposure — margin ratio, VaR contribution, rolling volatility, concentration — into a call probability and alert tier, surfacing the single biggest driver behind every score.
MarginLens ranks the collateral you already hold — cash, Treasuries, agency debt, investment-grade credit, equities — by annualized funding cost, then allocates the cheapest mix that satisfies each counterparty's initial margin requirement. Every line traces back to a visible rule, not a black-box optimizer.
Adjust position size, price shock, and volatility shock independently to see directional margin exposure before markets move.
Timestamped, account-stamped, export-ready — built for ops and internal risk review.
| Date | Symbol | End MV | Daily VM | Net VM |
|---|---|---|---|---|
| 2026-06-11 | ES Z6 | 4,212,300 | 6,450 | 6,450 |
| 2026-06-11 | ZN Z6 | 2,809,375 | 3,125 | 3,125 |
| 2026-06-11 | IRS USD 5Y | 1,918,240 | 1,760 | 1,760 |
| 2026-06-11 | EUR/USD Fwd | 1,107,384 | 1,016 | 1,016 |
| 2026-06-11 | CDX.IG S44 | 739,381 | 619 | 619 |
| NET TOTAL | 12,970 | |||
On the Margin Usage tab, initial and variation margin for every position is organized into Cleared and OTC groups, with each position's share of its group total. The 110% house multiplier is available separately as its own report under Reports.
Drop any CSV or XLSX file with your position data — MarginLens auto-detects columns and shows a preview before import. MarginLens is built to connect to your existing infrastructure for margin data, however your firm already stores it: file upload, a direct database connection, or a REST API.
We're onboarding founding customers across banks, prop shops, hedge funds, asset managers, investment managers, and family offices — scoped to your firm's workflows, instruments, and data infrastructure, with priority onboarding, preferred pricing, and direct founder access.