triCalculate SIMM™ Sensitivities

Simplify compliance to initial margin requirements with IM analytics, SIMM™ sensitivities calculations and backtesting from the easy-to-use, cost-effective service.

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CALCULATE SIMM™ SENSITIVITIES WITH EASE

The Standard Initial Margin Model (SIMM™), developed by ISDA as an industry standard framework for calculating initial margin, takes portfolio risk sensitivities as inputs, and requires firms to calculate delta and vega sensitivities in accordance with the model.

triCalculate can calculate your trade sensitivities for you. Easy to integrate and requiring only your trade file, triCalculate produces SIMM™ inputs in-line with the latest SIMM™ model. You get direct connectivity to IM Exposure Manager, triResolve Margin and other collateral management systems.

Make more informed business decisions with comprehensive IM analytics

triCalculate IM Analytics provides crucial insight into your options for IM calculation and helps identify and prioritise in-scope counterparties. triCalculate IM Analytics are customisable to your requirements and can be provided on a periodical or ad-hoc basis. With no upfront fees, all that’s required to get started is a simple trade file in any format, representing a real or hypothetical portfolio.

Keep up to speed with your firm's ongoing commitment to use the SIMMTM model

triCalculate can support your backtesting and benchmarking needs with extensive, reliable reports for SIMMTM governance and regulatory requirements on a quarterly or annual basis.

THE BENEFITS

Cost effective

Pay as you go, transparent pricing model is more cost-efficicient than installed software options.

Rapid onboarding

Quick and easy implementation in
under 30 days.

Flexible

The SIMMTM model will continue to evolve, and with triCalculate you can easily adapt.

Seamless connectivity

Sends your SIMMTM file directly to the IM Exposure Manager and connects seamlessly with triResolve Margin.

Valuations included

Receive independent OTC derivative valuations at no extra charge.

Centralised and scalable 

Leverage a hosted service with no hardware or software requirements.

OUR SIMM SOLUTIONS

IM Analytics

Get crucial insight into your options for IM calculation and identify and prioritise
in-scope counterparties.

 SIMMTM Sensitivities 

Generate your SIMM inputs for your IM calculation in line with the latest SIMM model.

Backtesting & Benchmarking

Keep up to speed with your firm's ongoing commitment to use the SIMM model.
 

HOW IT WORKS

MORE INFORMATION

SIMM™ Sensitivities Webinar

Learn more about SIMM™ sensitivities calculations from the easy-to-use, cost-effective triCalculate service.

triCalculate Valuation

Learn more about triCalculate's service for enhanced independent trade valuations across asset classes and product types.

Learn more about triCalculate SIMM™ Sensitivities