Margin Call Collateral Mobilizer

Compute initial and variation margin requirements and identify eligible collateral to mobilize. Supports derivatives (UMR/BCBS d499) and repo/SFT (GMRA) workflows: correctly branched by instrument type. Canton on-chain mobilization analysis included.

BCBS d499 GMRA / SFTR Canton On-Chain Zero PII Client-Side

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. IM calculations use a simplified schedule approach: full SIMM/ISDA out of scope. Haircuts per BCBS d499 §4 (derivatives) and BCBS d349 (SFT). This tool is decision-support; verify with your collateral desk and legal counsel before executing margin calls. Deterministic logic · no inference · zero PII · CC BY 4.0.

Configuration & Presets

Load Preset

Instrument Type

Portfolio MtM (EUR, negative = loss)

AANA (EUR): Derivatives only

Counterparty Type

MTA EUR (Derivatives only, default €500k)

Bilateral CSA CCP Cleared Canton on-chain collateral mobilization

Collateral Pool (up to 4 rows)

Asset Type	Notional (EUR)	Already Posted

Haircuts per BCBS d499 §4 (derivatives) or BCBS d349 (SFT). Equity excluded from standard repo eligible collateral.