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 is an industry standard framework for calculating initial margin, the SIMM takes portfolio risk sensitivities as inputs and therefore requires firms to calculate delta and vega sensitivities in accordance with the model for all in-scope trades. This can be a significant data exercise, and you should be proactive on deciding how you will calculate your SIMM™ sensitivities if you are coming into scope for exchanging bilateral initial margin.

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 SIMM™ model

triCalculate can support a form of backtesting with extensive, reliable reports for SIMM™ on a periodic basis.

BENEFITS

Cost effective

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

Rapid onboarding

Quick and easy implementation in
under 30 days.

Flexible

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

Seamless connectivity

Sends your SIMM™ 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.

HOW IT WORKS

To discuss how triCalculate can help your business or to book a demo, please complete the form below;