triCalculate for Corporates
Corporate users of OTC derivatives are under increasing pressure to ensure that their derivatives are properly valued over the entire life of the deal. Management, accountants and auditors are all focused on consistently maintaining accurate fair value calculations for newly-complex transactions previously considered simple.
This means including CVA and DVA in quarterly, semi-annual and year end reports in order to meet the IFRS 13 or ASC 820 rules for capturing default risk. Auditors are also focusing on FVA as an important tool for firms to capture the true costs of their trades.
As a client of large banks, corporates also get charged for these valuation adjustments when putting on a new deal – it is important to understand this charge and ensure the cost is a true reflection of the risks inherent in the new trade.
triCalculate offers corporates a secure, web-based service for these potentially complex calculations across all asset classes in an easy, intuitive and low cost solution.
Interest Rate Trade Reporting Repository
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