triBalance takes the next step in portfolio optimisation by innovating a trusted, simple, uniform process for managing your portfolio risk and counterparty exposure.
triBalance delivers maximum efficiency by introducing specific sets of risk-reducing trades to rebalance counterparty exposure while maintaining market risk neutrality for each participant.
If your firm is adapting to uncleared margin rules you can benefit from participating in a triBalance cycle.
The service is live for addressing bilateral portfolios with SIMM IM exposures in Interest Rate and FX. Other asset classes will be added soon, as well as combined CCP and SIMM IM portfolios.
A robust legal framework for bulk execution of optimisation via SEF ensures execution certainty by delivering rebalancing trades directly to the correct entities and trading books.
Easy to Use
Our automated process is proven and consistent. As a web-based service there is no software installation necessary. Client managers are available for onboarding and support.
We reduce contagion and systemic risk as well as capital and funding costs. This enables more efficient use of operational resources.
The graphics below illustrate how your portfolio counterparty exposures can be smoothed out and reduced using triBalance.
Counterparty risk before triBalance
Counterparty risk after triBalance