MarginLens

Built for real
margin work

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.

All demos show simulated data Now onboarding founding customers — limited spots available
Ask your margin book anything

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.

Try an example query →

MarginLens · Simulated
How the AI stays grounded Every number the AI cites comes from your own margin data, not the language model. It never invents a figure — when it has no answer, the system says so.
Catch the call before it happens

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.

SIMULATED DATA — not real positions
Counterparties Monitored
5
All books
At Risk
1
≥70% call probability
Elevated
1
45 – 70%
Normal
3
<45%
Counterparty
Asset Class
Call Probability
Alert Tier
Top Driver
Mkt Value
ABN
MIXED
94.2%
AT RISK
Margin Ratio
$4.2M
GSCO
EQUITY
58.3%
ELEVATED
Rolling Volatility
$2.8M
JPM
EQUITY
32.1%
NORMAL
Concentration
$1.9M
BARC
FX
24.6%
NORMAL
Rolling Volatility
$1.1M
DBAG
FIXED INCOME
8.6%
SAFE
Margin Ratio
$740K
Post the cheapest collateral, not just cash

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.

SIMULATED DATA — MarginLens · PRIME-44812
Collateral Allocation — ABN · $18,500,000 IM Required
US Treasuries (<1Y) — 0.5% haircut$6,000,000
US Treasuries (1-5Y) — 2.0% haircut$5,000,000
Cash (USD) — 0.0% haircut$7,630,000
Est. Annual Savings (vs. posting cash only)
$9,305 / yr
Stress-test before it happens

Adjust position size, price shock, and volatility shock independently to see directional margin exposure before markets move.

SIMULATED DATA — MarginLens · PRIME-44812
SELECT POSITION
Position Size Multiplier1.0x
.1x5x
Volatility Shock+0%
-75%+200%
Price Shock+0%
-80%+300%
Scenario Result
Base Margin
Scenario Margin
Change (Δ)
Status
Structured reports, on demand

Timestamped, account-stamped, export-ready — built for ops and internal risk review.

Variation Margin
Daily P&L per position. Net VM across all books with long/short attribution.
XLSX
Cleared Margin Breakdown
Initial and variation margin for cleared-style positions, organized per position with % of group total.
XLSX
OTC Margin Breakdown
Initial and variation margin for OTC-style positions, organized per position with % of group total.
XLSX
Risk Sensitivity Export
Your position-level market value and margin figures laid out in a standard column format for internal analysis — not validated for submission to an IM calculation agent.
CSV
Historical Margin (30D)
Illustrative trend built around today's uploaded margin, showing directional shape across Total Margin, OTC IM, Cleared IM, Net VM, and Margin Utilization. Day-over-day historical tracking from your actual uploads is on the roadmap.
XLSX
House IM Report
A 110% house multiplier applied on top of your initial margin. Per-exchange breakdown and excess collateral summary.
XLSX
Sample output — Variation Margin Report (simulated)
DateSymbolAsset ClassQtyBase MVEnd MVDaily VMNet VM
2026-06-11ES Z6Futures (CME)1504,218,7504,212,3006,4506,450
2026-06-11ZN Z6Futures (CME)4002,812,5002,809,3753,1253,125
2026-06-11IRS USD 5YOTC IRS1,920,0001,918,2401,7601,760
2026-06-11EUR/USD FwdFX Forward10,000,0001,108,4001,107,3841,0161,016
2026-06-11CDX.IG S44Credit (OTC)740,000739,381619619
NET TOTAL12,970
Full detail, every position

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.

SIMULATED DATA — MarginLens · PRIME-44812
Cleared Margin Breakdown — ES Z6
Initial Margin (uploaded)$15,640
Variation Margin (uploaded)$996
Share of Cleared Group Total (by margin)
42.3%
OTC Margin Breakdown — IRS USD 5Y
Initial Margin (uploaded)$57,270
Variation Margin (uploaded)$2,410
Share of OTC Group Total (by margin)
55.1%
Connect your data

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.

File Upload
Drop any CSV or XLSX file. Auto-detects columns, shows a preview before import, and saves it to your portfolios list.
Database Connection
Connect MarginLens directly to your existing margin database or data warehouse — figures sync from your infrastructure instead of uploaded by hand.
REST API
Push margin figures into MarginLens programmatically from whatever system already produces them, on your own schedule.

Ready to end margin calls?

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.

1
30-min call
We learn your firm's workflow and pain points
2
Custom demo
Live walkthrough built around your data
3
Founding Customer Onboarding
Priority onboarding, preferred pricing, direct founder access