triCalculate is an innovative, cost-efficient service that helps our clients respond to new and evolving regulatory requirements and changes in international accounting standards.
triCalculate SIMMTM Sensitivities
The triCalculate SIMM™ Sensitivities service helps simplify compliance to initial margin requirements by providing SIMM™ inputs in-line with the latest SIMM™ model, including delta, vega and curvature calculations. triCalculate goes on to use SIMM sensitivities to calculate pledgor and secured initial margin for every agreement name, alternatively the Scheduled (GRID) method is fully supported for product types more suited to this method. triCalculate supports a form of backtesting with extensive reporting for the SIMM™ initial margin model.
Easily scalable, the triCalculate XVA service enables you to price, report and validate your XVA risk calculations, saving resources and increasing precision.
triCalculate eliminates the complexity of XVA by producing high-volume risk calculations including CVA, DVA, FVA, MVA, KVA, ColVA, and other capital-related calculations tailored specifically for your portfolio. In 2018, triCalculate was named Category Leader in the Chartis Research Technology Solutions for Credit Risk 2.0 Report.
The triCalculate valuation service provides truly independent and unbiased verification checks on your OTC derivatives trade valuations, calculated using independent market data.”
Conforms to best practice
Identify and price the impact of a counterparty default and the cost of funding a derivative portfolio.
Comply with regulatory and accounting developments such as IFRS and Basel III requirements.
Calculate counterparty credit risk quickly and efficiently, with broad coverage of trade types across currencies, asset classes, data sources and business units.
Evolves with the market
Adapt to evolving market practices and conditions, without the need for new installations or updates.
Monte Carlo paths as our standard
times more accurate than other installed software solutions
trillion calculations each and every second
"triCalculate's web-based service is both fully-comprehensive and intuitive. In addition, the valuation analytics team are always available, I am impressed with the level of service and competency of this team".
TriOptima is consistently recognised as an industry leading business. Our most recent awards include:
Best Sell-Side Analytics Product
Best Buy-Side Pricing & Valuation Service
Category Leader - Credit Risk Technology
RiskTech 100 Top 25 Global Risk Tech Vendor
To discuss how triCalculate can help your business or to book a demo, please complete the form below;