Margin Call Simulator

// project 02

OTC Derivatives · ISDA/CSA · VM & IM Calculations · Live Market Data

SOFR

3.890%

2Y Treasury

4.460%

5Y Treasury

4.590%

10Y Treasury

4.840%

EUR/USD

1.1150

GBP/USD

1.3362

Source: FRED

Add Trade

Counterparty

Trade Type

Direction

Notional (USD)

MTM (USD)

CSA Parameters by Counterparty

Counterparty

Threshold (USD)

MTA (USD)

Indep. Amount

Rounding (USD)

Portfolio — Trade Log

#	Counterparty	Type	Direction	Notional	MTM	Action
No trades added yet.

Results — VM Call Determination

Total Notional

—

Gross Portfolio MTM

—

Total VM Calls

—

Counterparties

—

Counterparty	Net Exposure	Threshold	Indep. Amount	Raw Call	MTA Check	Final VM Call	Direction

Dispute Scenario Analysis

Simulate counterparty disputing MTM by a percentage.

Counterparty

Dispute %

Dispute Resolution Workflow

1Identify disputed trades and quantify valuation differences

2If dispute > $1M or 10% of call, escalate to dispute resolution

3Exchange trade-level valuations with counterparty

4Pay undisputed portion within T+1 settlement timeline

5Resolve disputed amount within 5 business days

6If unresolved, escalate per ISDA Dispute Resolution Protocol