The Collateral Forecast App simulates the collateral allocations on a forward ladder across multiple triparty agents and bilateral clients. Collateral eligibility rules can be set up for each counterparty’s triparty set and concentration/diversification limits applied at the rating, country and security level. The App simulates the allocation of the collateral pool by triparty agents and any internal collateral desks and displays the non-eligible or excess collateral available for financing or transformation. The App provides transparency across all collateral eligibility schedules and also highlights collateral eligibility utilisation in percentage terms per market, asset, type, sector etc., thereby informing the trader which collateral class they need to source.

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