Operationalising liquidity modelling - Rebuilding margin simulations

Join us at The Shard on Thursday 22nd January from 9am to learn how Assured and Sucden rebuilt risk models to simulate margin calls, link cashflows to trades, and improve real-time liquidity insight.

You’ll see how the team used Snowflake and Sigma to link the cashflow ladder directly to trade activity, modelled liquidity under a wide range of market and pricing conditions, and used Sigma to clearly separate data-driven logic from business-owned assumptions.

This approach allowed the data team to manage the full causal chain — from price moves to variation margin, credit utilisation, withdrawable cash and margin calls — while enabling the business to control the inputs that shape those outcomes.

The result: real-time liquidity insight, better forecasting, and stronger collaboration between data, risk, and business teams.

This event is ideal for directors, C-suite, data transformers, data reporters, and data stewards.

Join us to hear the successes, roadblocks, and lessons learned — plus practical takeaways you can apply in your own organisation.

Info: The team redesigned systems to simulate margin calls across a wide range of market and pricing scenarios, linking cashflows directly to every stage of a trade to provide a complete view of liquidity. By separating model logic from business assumptions, Sigma enabled clear ownership: the data team manages the causal chain from price changes through variation margin, credit utilisation, withdrawable cash, and margin calls, while the business controls projected prices, scenario variables, timing, and resulting cashflows. This approach delivers real-time liquidity insight, allowing organisations to anticipate liquidity needs under varying market conditions, while fostering closer collaboration between business and data teams through a clear separation of responsibilities.

Info: Time to discuss successes, challenges, roadblocks, lessons learned and to ask our panel your burning questions.

Know what’s Happening Next — before everyone else does.

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Host or Publisher Assured Insights