Comprehensive review and optimization of Prime Brokerage relationships, synthetic financing rates, and borrow costs. We analyze counterparty allocations, haircut schedules, and cross-margining opportunities to lower execution drag and boost fund returns.

Strategic advisory for repo, reverse repo, and cash reinvestment structures. We help clients maximize yield on unencumbered balances and reduce secured funding costs across global counterparties.

Independent replication and transparency for initial and variation margin calculations. We identify overcharging, policy discrepancies, and cost drivers across OTC derivatives and cleared products.

Quantitative strategies to minimize aggregate margin requirements, optimize cross-asset collateral allocation, and improve overall performance ratios.

Integrated cash flow reporting and liquidity analytics designed to optimize cash drag, track intraday buffer requirements, and ensure seamless collateral availability.