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Credit capacity across every provider, in one view
Businesses that hedge with more than one bank carry a credit line, margin terms and an MTM threshold at each. Facility Limit Management brings those facilities together, so the next hedge goes where there is headroom and a margin requirement is visible before it arrives.
Vantry ATI DUDemonstration user | Provider | Booked | Utilization | MTM |
|---|---|---|---|
| Vantry Capital | $9.00M | 60.0% | −$4,733 |
| Bank A | $3.80M | 38.0% | +$14,820 |
| Bank B | $2.40M | 80.0% | −$13,802 |
| Total | $15.20M | 54.3% | −$3,716 |
How much credit is left, and where?
Each bank reports usage of its own facility, on its own terms. Without a combined view, headroom is found when a trade is refused, and a margin call arrives without warning.
Utilization
For facilities with other providers, booked notional against the limit, on the measure each facility uses. For Vantry facilities, indicative MTM against the agreed MTM cap.
Margin and collateral
Initial and variation margin models, staged margin call levels and collateral posted for outside facilities, with margin calls recorded by our team.
Headroom
Available capacity by provider on the dashboard, and a view before each trade that ranks facilities by headroom.
Warned before a limit is reached
- Utilization alerts at 75%, 90%, 95% and 100% of an outside facility
- Sent by email and listed in the platform until acknowledged
- Facilities revalued each business day, and whenever a trade is added or changed
- A facility report as PDF, and position history as CSV
About the MTM figures. MTM on trades with other providers is calculated on Vantry's curves and volatility surfaces. It can differ from the counterparty's own statement, and is meant for aggregate oversight, not for reconciling bookings.
What is available today
Facility Limit Management is in use by clients today. Two further capabilities are being built, and are listed here so the current scope is clear.
| Capability | Detail | Status |
|---|---|---|
| Facilities and utilization by provider | Vantry and outside facilities, booked and available notional, utilization, MTM against caps. | In the platform |
| Utilization alerts | 75%, 90%, 95% and 100% of an outside facility, by email and in the platform. | In the platform |
| Margin and collateral | Margin models, collateral posted and margin calls recorded for outside facilities. | In the platform |
| Automatic margin call calculation | Margin calls generated from the margin model, rather than recorded by our team. | In development |
| Facility stress scenarios | Utilization and margin under exchange rate scenarios, facility by facility. | Planned |
Bring your facilities into one view
We can show how your credit lines with Vantry and with other providers would be tracked, and where headroom sits.