Scotia Capital provides customized and flexible financing solutions to offer clients maximum capital efficiency. Our offering supports IIROC margin methodology by utilizing Softek, a leading provider of margining technology to support all regulatory (IIROC) margin calculations and a proprietary risk-based portfolio margining methodology that has been successfully implemented with the global hedge fund community during the 2008 credit crisis.

IIROC Margin offsets available to following product groups:

• Convertible Bond to Equity
• Warrant to Equity
• Rights to Equity
• Options to Equity
• Futures to Equity
• Options to Warrants (Rights)
• Exchangeables to Equity
• Equity(s) to Baskets
• Portfolio Shares to Equity
• Baskets to all Derivatives
• Split (Capital) Shares to Equity and Preferred (e.g. Five Bank Split)
• Convertible Preferred to Equity (Equity Options)
• Fixed Income Offsets Available

Scotia Capital’s cross-margining capabilities are continuously expanding. Our dedicated team of Risk professionals monitors client accounts intra-day offering both quantitative and qualitative expertise.