ICE Portfolio Analytics (IPA) is ICE’s new web-based platform for calculating ICE Risk Model (IRM) 2.0 initial margin (IM) and related margin add-ons for ICE’s futures and options complex. Designed for ICE’s new initial margin model, IRM 2.0, IPA offers a rich set of features for calculating margins and managing risk.
Run IRM 2.0 and IRM 1.0 IM calculations for any supported business date
Designed specifically for IRM 2.0, IPA calculates and displays all components and add-ons of the new model
Create "What-if?" margin scenarios and view impact of potential trades
Generate on-demand, detailed Excel-rendered reports
Upload user-defined portfolios and ETD positions in multiple supported file formats
Export information directly into Excel from UI widgets
Feature | IPA | IRM 1.0 |
Web Based UI | ✔ | — |
IRM 2.0 Support | ✔ | — |
IRM 1.0 Support | ✔ | ✔ |
Automatic Input Data Load | ✔ | — |
Add/Remove/Edit Positions in UI | ✔ | — |
Excel Rendered Reporting | ✔ | — |
Margin Matrix | ✔ | — |
+1 770-738-2101 (Option #6) / [email protected]