tribalance takes the next step in portfolio optimisation by innovating a trusted, simple, uniform process for managing your portfolio risk and counterparty exposure. If your firm is adapting to uncleared margin rules, triBalance can help.
Specific sets of risk-reducing trades rebalance your counterparty exposures while keeping your portfolio market risk neutral.
The service is live for addressing SIMM IM exposures in FX, Interest Rate and Equity risk classes. Other risk 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. Sensitivities can be received directly from the AcadiaSoft Access Platform. Our 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