triReduce on-demand bilateral FX compression

CUSTOMIZED PORTFOLIO COMPRESSION

Uncleared margin rules have increased client focus on reducing gross notional exposures during the AANA calculation period, ready for the September 1 IM threshold deadlines.

Our bilateral on-demand compression enables you to initiate targeted compression cycles to help reduce gross notional and stay under the UMR thresholds, while leaving your risk profile unchanged.

With triReduce FX, specify almost every aspect of the compression cycle, including timeline, counterparties, and risk parameters, tailoring the exercise to achieve the greatest compression efficiency.

Flexibility delivers results

Design your own schedule: Cycles are run on your schedule, outside regular triReduce cycles.

Enjoy convenience of short lead time: Cycles are quick to execute and can be initiated at short notice.

Choose your counterparty: Available for dealer-to-dealer and dealer-to-client bilateral compressions.

Choice of  currencies: Available on CLS, non-CLS currencies, and non-deliverable forwards (NDFs) compressed.

Apply a proven, secure technology: Pair trusted triReduce compression methodology and algorithm with your mid-market valuations, within predefined market and credit risk tolerances.

Get STP support: Reduces operational burden of compression.

How it works

Contact us

For more information please email info@trioptima.com or contact your local TriOptima office.

Multilateral portfolio compression

Reduce operational risk and manage counterparty risk exposure across your cleared and uncleared OTC derivatives portfolios.

Learn more