Portfolio Optimization
by Capitolis · Regulatory reporting and risk · New York, United States
Offsetting redundant positions to reduce capital requirements
What Portfolio Optimization does
- Novations to optimize FX options portfolios
- Bilateral or Multilateral optimization exercises
- Scheduled or on-demand
What Portfolio Optimization is used for
- Manage counterparty exposures across FX, credit and rates workflows
- Reduce capital requirements such as RWA or leverage ratio
- Optimise funding of cleared and uncleared margins
- Reduce GSIB surcharges from derivatives portfolios
- Optimise FX options portfolios through novations
About Capitolis
Capital efficiency software, including portfolio optimisation and a capital marketplace, for banks and investors.
Capitolis in the vendor registry: its products, features and similar vendors.
Also by Capitolis
- Capital Marketplace: Connecting originating banks with institutional investors
- Financial resource management: Resource management services, expanded with eSecLending
More in this category: Regulatory reporting and risk management software.
Weighing up Portfolio Optimization? Create a free procurement account to run the question as a procurement: Capitolis and the alternatives answer your requirements side by side, on the same terms.
Built by Vederca from public sources, last updated 2026-10-18.