Margin management for digital-asset intermediaries

For every position, Safetifi resolves the margin the client is actually charged — tier, product override, per-client override — and puts it beside the requirement of the counterparty holding that risk. Initial margin and maintenance margin are validated separately, rows are ranked by how close they are to inverting, and the configuration resolution is shown in full, so you can always see which rule produced the number.

• Client IM and MM against counterparty IM and MM, per product
• All four margin modes: isolated, cross, portfolio and unified
• Config resolution shown explicitly — tier, override, or default
• Inverted and thin rows surfaced first, before they reach the funding P&L

Set client-facing margin schedules by tier and by client, price them against what the venue side actually costs, and publish with a full audit trail behind the change. The engine will not let a tier be published beneath the requirement you carry without showing you exactly what that decision costs.

Isolated and cross margin are computed in full. Portfolio and unified margin are computed as a worst-case scenario scan across the book, and the interface labels them as such rather than presenting an approximation as venue-exact. Under those modes venue requirements move non-linearly with the book, so a buffer that is comfortable at today’s prices can be gone on a fifteen per cent move — the scan is there to show you that before it happens.

The distance between your liquidation trigger and the venue’s is a margin-policy decision, not a reporting one. It is set by the same buffer this module owns, so it lives here: the liquidation waterfall, margin-call thresholds, and what happens to a client’s position between your line and the venue’s.