Capitalab enhances rates optimisation with sa-ccr and rwa focus

London , april 26, 2022 /prnewswire/ -- capitalab, a division of bgc brokers lp, an entity within the bgc partners, inc. (nasdaq: bgcp) group of companies, announced today enhancements to its rates optimisation service enabling clients to optimise multiple capital metrics simultaneously. alongside the optimisation of non-cleared and cleared initial margin (im), the service has now successfully included additional metrics: risk weighted asset (rwa) capital under the internal models method (imm) and standardised approach for counterparty credit risk (sa-ccr) leverage exposure.
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