Infographic

Under the hood.

A section-by-section walkthrough of how Block Margin turns a bilateral OTC swap into a shared, continuously-margined, deterministically-settled record - mapped against the legacy workflow it replaces.

Bilateral rate swaps between banks and corporates run on plumbing that hasn't materially changed in decades.

Bilateral OTC swaps between a bank and a corporate are often uncollateralised, with the credit risk priced into a wider spread. Where a CSA is in place, high Thresholds and Minimum Transfer Amounts leave real exposure live, variation margin is called by hand, and each side reconciles its own book separately.

Friction 01

Unmargined markup

OTC swaps with corporates are often unmargined. Banks price the uncollateralised credit risk into a wider markup that the corporate ultimately pays. Cost on both sides.

Friction 02

Margin friction

Even where a CSA is in place, high Thresholds and Minimum Transfer Amounts leave some exposure uncollateralised. The VM is computed by a valuation agent and delivered by email or legacy margin-call platforms.

Friction 03

Broken reconciliation

Bank and corporate each hold their own version of the book. Month-end MTM statements arrive late and break against internal accounting.

Product

Infrastructure, not a venue.

Block Margin is a single smart-contract layer for the margining, settlement, and reconciliation workflow around bilateral bank-corporate swaps. The bank keeps the relationship, the credit line, and the quote; the platform acts as the shared computation agent across both sides. Trades remain bilateral OTC derivatives; the platform is not a CCP, trading venue, or SEF.

Block Margin platform

One smart-contract layer. Three functions. One shared record both sides see.

01

Collateralised by default

Replaces: Unmargined OTC exposure

Short-form ISDA brings corporate flow that would otherwise trade unmargined into a fully collateralised regime. The bank no longer prices uncollateralised credit risk into a wider spread.

02

Margining

Replaces: Daily VM + triparty IM

Smart contract enforced VM and IM against the oracle snapshot. Recomputed multiple times a day.

03

Settlement

Replaces: T+2 bank-rail wires

Deterministic on-chain payment at fixing. Same inputs, same outputs, both sides.

On a public blockchain - immutable, auditable, replayable block by block

Common agreement

One set of terms. Every counterparty.

The platform smart contract mirrors the parameters of an ISDA Master and CSA as executable on-chain rules. A bank onboards once. Every corporate client the bank introduces trades under the same terms - no bilateral negotiation, no per-client credit lines, no schedule elections. The legal master agreement sits alongside the smart contract; the protocol is the operational layer of an enforceable ISDA, not a replacement for one.

Eligible collateral is set by the bank's CSA, enforced by the smart contract

  • Today's default: regulated fiat stablecoins. The bank's CSA picks the allow-list; the smart contract enforces it on-chain.
  • Forward path: as regulated tokenised RWA comes on-chain (tokenised money-market funds, sovereign bonds, tokenised bank deposits), any asset that is eligible under the bank’s own regulatory collateral policy can be added.
  • We enforce, we don’t prescribe. Concentration limits, haircut schedules, and wrong-way-risk exclusions are per-bank parameters, not platform defaults.

Margining

Continuous margin.

Variation margin is computed against a timestamped oracle curve. Initial margin is held in a segregated smart contract - not on the platform's balance sheet - recalibrated whenever the portfolio changes. The full margin cycle - call, delivery, acknowledgement - completes in a single block.

  • Margining where previously it was economically prohibitive.
  • Revaluation cadence from daily to hourly on testnet, 15-minute target at mainnet.
  • Grid-based initial margin in v1. Risk-sensitivity methodology (SIMM-aligned) on the roadmap.
  • Pre-trade margin preview - the bank sees the IM impact of a new client trade before submission.

Lifecycle

The lifecycle, on one record.

Cashflows execute on-chain on their scheduled date, valued against the same timestamped curve both sides see. Every payment, fixing, and lifecycle event is a transaction the bank's and corporate's operations teams reconcile against a single shared record. On mainnet, the record's confidential terms are visible only to the counterparties and their authorised auditors; see Privacy below.

  • Deterministic

    Same oracle snapshot, same formula. The treasurer's MTM equals the bank's book by construction, not by reconciliation.

  • Continuous

    VM recomputed on every oracle update. Cashflows execute at fixing, not T+2.

  • No reconciliation cycle

    The on-chain trade record is the golden source. Confirmations, MTM statements and regulatory extracts are reproduced from it on demand.

  • Reproducible

    Every valuation, margin call and payment is anchored to a block height and oracle signature. Any historical moment is replayable.

Legacy rails

  • ISDA Master and CSA negotiated bilaterally at onboarding
  • Terms agreed by voice, chat or RFQ
  • Confirmations exchanged via MarkitWire / FpML
  • Trade booked independently into each side’s risk system

T = 0

Inception

Block Margin

  • Protocol-level smart contract covers default and close-out; portfolio netting on the roadmap
  • Terms captured on-chain at contract mint
  • Token + trade record is the confirmation on-chain
  • One shared record - no dual booking

Legacy rails

  • IM sized off-chain under SIMM or CCP model
  • Collateral moved to a segregated triparty custodian
  • Posted amount reconciled bilaterally

T = 0

Initial margin

Block Margin

  • Risk engine sizes IM inside the smart contract
  • Collateral locked in the on-chain custody contract
  • Posted amount visible on the ledger - nothing to reconcile

Legacy rails

  • Each side marks to its own internal curves at EOD
  • Daily VM call per CSA; MTA and threshold applied
  • Disputes worked out over email, phone or portal
  • Periodic cashflows wired T+2 on bank rails
  • Monthly portfolio reconciliation; MTM statements produced separately

T = 1+

While Live

Block Margin

  • Both sides mark to the same oracle-timestamped curve
  • VM recomputed on every oracle update; MTA enforced on-chain
  • Nothing to dispute - the on-chain record is the golden source
  • Cashflows execute on-chain at fixing, settled in stablecoin
  • Statements and regulatory extracts generated from the trade record on demand

Legacy rails

  • VM call missed; ISDA cure period runs (typically 1-3 business days)
  • Early Termination Notice served under ISDA Section 6
  • Close-out Amount determined by the non-defaulting party on a commercially reasonable basis
  • IM released from triparty and applied against close-out; residual wired on bank rails
  • Valuation disputes routinely escalate to arbitration

T = Breach

Liquidation

Block Margin

  • VM posting missed against the oracle snapshot; cure window starts (24 hours by default, configurable per client relationship)
  • After the cure window expires with no cure, the non-defaulting counterparty can force liquidation through the smart contract
  • Positions marked at the current oracle snapshot; close-out amount deterministic
  • IM applied against close-out in the same transaction; A liquidation fee to the non-defaulting party
  • Nothing to dispute - smart contract logic and oracle snapshot are the valuation

Legacy rails

  • Final fixing reconciled between the two books
  • Terminal cashflow wired on bank rails
  • Initial margin released from custody
  • Trade archived in each side’s records

T = Maturity

Close-out

Block Margin

  • Final fixing consumed from the oracle
  • Terminal cashflow released by the smart contract
  • Initial margin released atomically in the same transaction
  • Trade archived on-chain; audit trail always reproducible

Architecture

One smart contract. Three on-chain components.

The protocol is chain-agnostic by design. Smart contract logic, oracle contract, and collateral custody run on a public L1 (see status strip above).

Input

TradFi rate sources

Data Provider / Brokers

Input

Bank treasury system

API integration

Input

Corporate web console

Web UI

Block Margin platform

The on-chain protocol. One shared record across rate, execution, and custody.

Rate oracle

(signed SOFR curve publisher)

Smart contract

(on-chain execution)

Collateral custody contract

(segregated per user)

Output

On-chain ledger

(immutable)

Output

Reporting extracts

(roadmap)

Output

Stablecoin / bank-rail bridge

(operated by bank or provider)

Privacy

Confidential by the time you trade for real.

Testnet today runs in the clear so the full workflow can be stress-tested end-to-end. Bilateral swap terms (notional, fixed rate, counterparty identity) are confidential in the real world, so confidentiality is switched on at mainnet before the first bank-corporate trade.

Public chain over private is an infrastructure choice about resilience: many independent validators, no single operator who can stall, censor, or rewrite the chain, and liveness that does not depend on the platform provider staying solvent. Privacy is a feature added on top, not a reason to give up that resilience. At mainnet, the data layer selectively discloses economic terms to the two counterparties and their authorised auditors while the rails stay public and neutral.

For the corporate

Hedging priced closer to market, with a clean audit trail your finance team signs off first time.

Continuous margining collapses the unmargined-exposure markup that sits inside every small and mid-corp rate quote. The timestamped, immutable valuation record is the cleanest IFRS 9 / ASC 815 effectiveness trail a finance team can ask for.

Pricing closer to market

The markup a corporate pays today on a sub-$5m rate hedge carries 50-100 basis points of unmargined-exposure cost: CCR capital, CVA reserve, liquidity charge, and operational overhead. Continuous on-chain margining compresses that exposure to the intra-publish window, and the markup compresses with it.

Hedge accounting your auditor already trusts

Every mark, fixing and margin movement carries a signed timestamp and the oracle curve snapshot it was valued against. IFRS 9 hedge effectiveness testing and ASC 815 documentation become a query, not a reconstruction exercise. The same record supports the statutory audit and the month-end treasury report.

Onboard once

No per-trade ISDA negotiation once the bank relationship is on-chain.

Unwind at the shared mark

Early termination priced against the oracle mark both sides see, not a commercial quote.

Counterparty risk in segregated custody

Collateral held in a per-counterparty on-chain custody contract, not on the bank’s balance sheet.

The pilot

What a first engagement looks like.

A Block Margin pilot is designed around a single bank and one of its corporate clients. The first engagement runs end-to-end on testnet, with defined off-ramps at each phase and success criteria agreed in writing. Testnet outcomes inform the mainnet go-live decision.

Initial engagement - Testnet

1

Phase 1 - Evaluation

Joint working group. Integration scoping, legal and regulatory fit, security audit scope. The bank identifies one corporate client for the pilot.

2

Phase 2 - Testnet pilot

The bank books trades with one corporate client on the testnet, in parallel with the existing bilateral hedge. Daily tie-out against the bank's internal book. Testnet outcomes inform the mainnet go-live decision.

Future development

3

Phase 3 - Mainnet go-live

Subject to clearing legal and regulator approval, and fine-tuned based on lessons learned in Phase 2. Real collateral, capped notional and tenor. One corporate client live. Path to scale: more clients, more tenors, more products.