triCalculate SIMM™ Sensitivities

Simplify compliance to initial margin requirements with 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 for all
in-scope trades.

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, generating the required delta, vega and curvature calculations for your trades in any of the SIMM™ product classes.

With triCalculate you get direct connectivity to IM Exposure Manager, triResolve Margin and other collateral management systems.

 

Keep up to speed with your firms' 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.

Regulatory backtesting support

triCalculate can produce backtesting and benchmarking reports required by regulators on a quarterly or annual basis.

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 indpendent trade valuations across asset classes and product types.

Learn more about triCalculate SIMM™ Sensitivities