reduce exposure across CCPs globally
Clearing is a familiar post trade process in the OTC commodities market but as new regulatory requirements are implemented the familiar is changing quickly. The multi-CCP environment characteristic of the commodities market results in increasingly unbalanced exposures which can create contagion risk and increase systemic risk. In addition, the elimination of zero risk-weighting for CCPs, the introduction of capital requirements for cleared trades, and increased capital requirements for bilateral trades are intensifying the need to manage costs and exposure.
triBalance Commodities will produce a market risk neutral proposal in each time bucket for each commodity index across CCPs and bilateral counterparties including crude oil, gasoil, and Henry Hub nat gas in both CME and ICE.
Unbalanced positions in a multi-CCP/bilateral counterparty environment lead to greater systemic risk. A triBalance Commodities cycle produces a compound proposal for all cycle participants that will manage exposures and:
Currently, TriOptima is forming a pilot group of interested market participants to explore the potential for triBalance Commodities in various indices
Interest Rate Trade Reporting Repository
Terms and Conditions for Access and Use
1. Scope of Agreement
2. Intellectual property rights, license to use
3. Prohibited use of Reports
4. Non-reliance, no warranty, disclaimer
Without prejudice to the above, TriOptima shall not be liable to you, or anyone claiming under or through you, for loss of profit, or any indirect or consequential loss or damages under or in connection with this Agreement, the use of any Report or this website, including without limitation, damages for loss of capital, interest, revenue, data or use, or interruption of business, even if you had been advised of the possibility of such damages.
5. Viruses, malware
6. Applicable law, disputes
I agree I decline