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  • 10 Jun 2013 Financial Times Tech Beat: Market gets creative to beat the margin squeeze
    • One of the trickiest issues banks and brokers will face in coming years is finding the collateral, or insurance, they need to back their trades. All recognise they will need more for trading when the wave of competing financial services regulation kicks in; few know how much will be required, nor what will be acceptable to both regulators and clearing houses.
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  • 06 Jun 2013 Boersen Zeitung Die Abstimmung der Portfolios wird Pflicht
    • Die von der Finanzkrise angestoßene Regulierungswelle wird weitreichende Folgen für den außerbörslichen (OTC) Derivatehandel haben.
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  • 06 Mar 2013 Asset Servicing Times Tri as sides might
    • Susan Hinko, David White and James Hollands of TriOptima talk to AST about counterparty exposure management.
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  • 21 Feb 2013 Jiji.com 時事ドットコム
    • 円金利スワップの解消を仲介－トライオプティマ
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  • 04 Feb 2013 Financial Times TriOptima uses gaming to measure risk
    • TriOptima, a Swedish trading technology group, has turned to chips used to power games such as Tour of Duty, Batman: Arkham Asylum and Assassin’s Creed to measure dry financial calculations like credit value adjustments, the value of risk weighted assets and potential future exposures.
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  • 20 Dec 2012 Financial Times Clearing Risk
    • [Video] Mireille Dyrberg, chief operating officer with post-trade service company TriOptima, explains to FT Trading Room editor Philip Stafford how 'tearing up' of long-dated contracts can limit those exposures.
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  • 03 Nov 2012 International Financing Review Reconciliation to the fore as regulations bite
    • Participants in the over-the-counter derivatives market are increasing their focus on portfolio reconciliation ahead of mandatory regulations set to take hold in the US next week and Europe in 2013. [SUBSCRIPTION]
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  • 29 Oct 2012 Asset Servicing Times J.P. Morgan offers daily portfolio reconciliation
    • J.P. Morgan’s Agency Clearing, Collateral Management and Execution (ACCE) business has introduced daily portfolio reconciliation for its derivatives collateral management clients.
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  • 01 Jul 2012 Risk Risk25 - Firms of the Future
    • Risk picks the dealers, buy-side firms, brokers, exchanges, technology vendors, clearing houses, regulators, infrastructure providers and trading platforms they believe will be the most influential firms over the next five years.
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  • 06 Jun 2012 ISDA Adjusted OTC Derivatives Volume Declines and Central Clearing Increases, According to ISDA Market Analysis
    • According to the ISDA analysis, adjusted volumes of OTC derivatives declined by 10.3 percent from June 2011 to $440 trillion.
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  • 04 Jun 2012 Bank of Japan Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions
    • The size of the market for OTC derivatives has been growing rapidly, including in Japan, and upgrading the counterparty risk management through strengthened collateral managements has become a pressing matter for the financial institutions that frequently use these transactions.
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  • 01 Jun 2012 Energy Risk TriOptima wins Technology House of the Year Award
    • TriOptima wins our Technology House of the Year award for its innovative triReduce and triResolve technologies, which have been gaining traction in the energy space over the past year.
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  • 01 Jun 2012 ISS Magazine Proactive management
    • Raf Pritchard, CEO of TriOptima’s exposure management service, talks about triResolve and buy side adoption of the innovative exposure management services.
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  • 28 May 2012 Derivatives Intelligence Maximizing Interest Rate Portfolio Compression
    • Portfolio compression has become an important tool for managing counterparty risk exposure and reducing operational costs and risks in OTC derivatives portfolios. [SUBSCRIPTION]
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  • 18 May 2012 Institutional Investor Does Dodd-Frank Need Algorithmic Help on OTC Derivative Risk?
    • While the debate over the impact of new regulations to the over-the-counter derivatives market continues apace, at least one technology provider says they have come up with a way to dramatically reduce systemic risk in this arena.
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  • 05 Mar 2012 Wall Street Journal Decommissioning Derivatives Weapons
    • Big numbers can be scary, especially when it comes to $700 trillion in derivatives. At least, though, some financial firms are trying to whittle down that ginormous figure.
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  • 23 Feb 2012 ISDA Interest Rate Swaps Compression: A Progress Report
    • The paper describes portfolio compression, a risk reduction technique that was introduced to the interest rate swap (IRS) market by TriOptima in 2003. It also highlights how compression could be optimized via the “one-book” approach to achieve even larger reductions in IRS notionals for cleared and uncleared swaps.
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  • 13 Feb 2012 Kinzai Institute for Financial Affairs Approach for Portfolio Compression and Collateral Management
    • The G-20 nations agreed to strengthen OTC derivatives markets regulation, including central clearing, following the collapse of Lehman Brothers. Simultaneously, portfolio compression and portfolio reconciliation, which complement central clearing, have been more widely accepted globally, and Japanese financial institutions have started to use these tools more.
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  • 01 Aug 2011 Financial News Politics has not stopped sovereign CDS appetite
    • There is no doubt about what the predominating influence on the credit default swap market is at the moment – if not, indeed, on the entire capital market. “It’s the sovereigns that are leading the rest of the market,” said a CDS broker recently. [SUBSCRIPTION]
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  • 21 Jul 2011 ISDA ISDA Marks First Anniversary of Dodd-Frank Act: Clearing, Transparency Drive Improvements in OTC Derivatives Markets
    • At the first anniversary of the Dodd-Frank Act, market participants, policymakers and others are assessing the safety of the over-the-counter (OTC) derivatives markets in light of the legislation as well as efforts the industry has undertaken over the past few years in conjunction with global regulators.
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