triCalculate is our latest risk management innovation, helping our clients respond to new, stricter regulatory capital rules and changes in international accounting standards.
Easily scalable, the triCalculate service enables you to price, report and validate your XVA risk calculations, saving resources and increasing precision.
triCalculate eliminates the complexity of XVA adjustments by producing accelerated CVA, DVA, FVA, MVA, KVA, and other capital-related calculations tailored specifically for your portfolio.
Conform to best practice
triCalculate’s accurate XVA calculations allow you to quickly identify and price the impact of a counterparty default and the cost of funding a derivative portfolio.
We enable firms to comply with regulatory and accounting developments such as IFRS and Basel III requirements.
We generate counterparty credit risk calculations quickly and efficiently, with broad coverage of trade types across currencies, asset classes, data sources and business units.
Evolve with the market
Our solution is scalable and adapts 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:
Innovation in Derivatives Technology
Best Post Trade Services Provider
Most innovative Data Service
Easy to use our state of the art functionality with a user friendly interface is easily accessible.
Resource efficiencies our centralised web-based technology makes triCalculate cost efficient, quick to deploy, and scalable.
Superior customer support our customer support team is available to assist you with managing runs and interpreting data.