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triCalculate

High performance XVA risk calculations and independent trade valuations for your OTC derivatives profile.

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Centralised, web-based XVA and valuation solutions

triCalculate is an innovative, cost-efficient service that helps our clients respond to new, stricter regulatory capital rules and changes in international accounting standards.                  

triCalculate XVA

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, and other capital-related calculations tailored specifically for your portfolio.

triCalculate Valuation

The triCalculate Valuation service provides truly independent and unbiased verification checks on your OTC derivatives trade valuations, calculated using NEX market data.

 

Introducing tricalculate

Conform to best practice

Identify and price the impact of a counterparty default and the cost of funding a derivative portfolio.

Achieve compliance

Comply with regulatory and accounting developments such as IFRS and Basel III requirements.

Overcome challenges

Calculate counterparty credit risk quickly and efficiently, with broad coverage of trade types across currencies, asset classes, data sources and business units.

Evolve with the market

Adapt to evolving market practices and conditions, without the need for new installations or updates.

HOW IT WORKS

100000

Monte Carlo paths as our standard

10

times more accurate than other installed software solutions

10

trillion calculations each and every second

Why choose triCalculate?

A trusted provider 

"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".

Risk Manager 
Italian Bank 

Award winning

TriOptima is consistently recognised as an industry leading business. Our most recent awards include:

Best Sell-Side Analytics Product
WatersTechnology

Innovation in Derivatives Technology 
The TRADE

Best Post Trade Services Provider 
FX Week

Case Studies

Learn about how we worked with bank clients to overcome their internal resource constraints and deliver transparent, dependable solutions.

triCalculate XVA case study

triCalculate Valuation case study

Learn more about triCalculate