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Fast-forward XVAs with triCalculate

High-volume, accelerated XVA risk analytics within minutes.

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HIGH-PERFORMANCE, WEB-BASED XVA RISK ANALYTICS

The centralized triCalculate service provides XVA risk calculations and independent trade valuations for OTC derivatives using transparent, consistent models across a range of trade types, asset classes and business units.

 

A simple, three-step solution

1. Upload trade, credit curve and collateral agreement files to the secure website

2. The triCalculate Valuation Analytics team interprets and standardizes the data and reviews the results with you

3. Results are made available to multiple users across the firm, providing benefit to many functions including finance/treasury, risk management, quantitative research, valuation/product control and trading/XVA desks

Implementing an Efficient, Cost-Effective XVA Solution:

Leverage a Hosted Service
No hardware or software requirements; no installation needed

Pay-as-you-go
Cost-effective, transparent pricing model is pay-as-you-go with no onboarding fee

Evolve with the Market
Immediate access to new functionality means no need for time-consuming, expensive upgrades

Onboard in Under 30 days
Get up and running in under 30 days with quick, easy implementation

Connect Seamlessly
Leverage the triCalculate API for seamless connectivity to the sophisticated pricing engine

Secure Your Data
TriOptima is ISO 27001 certified, the highest international standard for Information Security

Why choose triCalculate?

Front-Office Friendly

Optimize trading decisions by measuring incremental XVA for multiple trades and netting sets Sophisticated Pricing Engine We run 100,000 Monte Carlo paths as our standard, resulting in 10x more accuracy than other solutions.

Transparent

Full modelling documentation is available Superior Customer Support Valuation Analyst team provides 24/5 assistance customizing the service for an individual’s portfolio, mapping trades, managing runs, and interpreting data.

 

 For more about how triCalculate can help with your XVA calculations and valuation needs, please complete the form below;