proactively manage risk across cleared and uncleared trades
TriOptima’s latest post trade service innovation, triBalance Rates, significantly reduces systemic risk by rebalancing interest rate swap portfolio risk exposures across bilateral counterparties and Central Counterparties (CCPs).
The interest rate swap market is the largest market segment in OTC derivatives, so it is particularly useful to utilize triBalance cycles to shift risk from bilateral risk positions into the cleared environment. triBalance Rates reduces bilateral and CCP risk exposures, positively impacting systemic stability by reducing the risk of contagion.
Participating in triBalance Rates will achieve major benefits including:
triBalance Rates is a significant risk and cost reduction tool, designed also to reduce CVA hedging costs and close out risk. A complement to CCP clearing, it offers a way to rebalance accumulated risk exposures across multiple CCPs around the globe.
Interest Rate Trade Reporting Repository
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