Keeping pace with regulatory pressures and evolving risk management best practices
Changing standards in risk management best practice and new regulatory and accounting requirements in counterparty risk management have emphasized the need for an integrated, more sophisticated approach to counterparty credit risk analysis. triCalculate offers an easy-to-implement solution that performs difficult calculations. Easily accessible to the user, the results are consistent and accurate.
Reflects best practices in risk management analytics:
triCalculate’s CVA calculations identify potential counterparty losses and allow firms to assign a monetary value to potential future counterparty defaults in their OTC derivatives portfolio.
Conforms to regulatory and accounting developments:
Basel III, FRTB, IFRS 13, FAS 133/157, BCBS 239, BCBS325, and IAS 39 require advanced XVA risk analytics and solutions that are addressed in triCalculate.
Overcomes analytical and computational challenges:
Achieving transparent and consistent calculations across a wide range of asset classes, data sources and business units is increasingly difficult but mandatory for reliable analysis. triCalculate efficiently performs costly and time consuming computation and validation of large counterparty credit risk calculations involving multiple trade types in multiple currencies.
Interest Rate Trade Reporting Repository
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