triCalculate

SIMM™ sensitivities and IM analytics

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

Efficiently calculate initial margin requirements

Calculate trade sensitivities and initial margin using triCalculate. Compare results from the SIMM and schedule calculation methods, identify and prioritize counterparties with high expected IM and anticipate IM costs using our Analytics tool. Easy to integrate and requiring only a trade file, triCalculate produces SIMM™ inputs in-line with the latest model. Connect automatically to triResolve Margin, AcadiaSoft’s IM Exposure Manager™ or other collateral management systems.

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More accurately simulate IM costs

triCalculate IM Analytics allows you to identify a suitable portfolio for your first week’s, month’s, and year’s worth of trading and simulate your IM cost across all eligible relationships, allowing a more accurate depiction of your IM cost, and allows you see how best to redistribute risk.

triResolve Margin

Initial margin compliance

Calculate inputs, manage margin calls and resolve disputes.

Features and 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

Evolves with the SIMM™ model, allowing you to easily adapt to changes.

Seamless connectivity

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

Valuations included

Receive independent OTC derivatives valuations at no extra charge.

Centralized and scalable

Leverage a hosted service with no hardware or software requirements.

A clearer picture for initial margin

triCalculate supports both methodologies and can help in the SIMM™ vs. schedule decision-making process with analytics on the effects of each methodology on IM costs.

triCalculate IM Analytics allows you to identify a suitable portfolio for your first week’s, month’s, and year’s worth of trading and to simulate your IM cost across all eligible relationships, allowing a more accurate depiction of your IM cost.

IM threshold can help you prioritize setting up your IM agreements, so you can anticipate a breach in the threshold sooner.

triBalance can help simplify and optimize your OTC derivatives portfolios and reduce funding costs of meeting initial margin obligations across both bilateral and cleared relationships for FX, rates and equity risk classes.

How it works

1

Upload trade file

Upload your trade file in any format to the triCalculate portal.

2

Valuations and reconciliations

triCalculate performs trade valuation and reconciliations with the full support from our Valuation and Analytics team.

3

Results are generated

SIMM™ sensitivities are converted into an IM pledgor and secured amount for each agreement within the client portfolio. Schedule IM amounts are provided where this has been the chosen calculation methodology.

4

File sent

The sensitivity CRIF file and/or IM result file is sent back to the client, direct to IMEM or direct to the client’s collateral management system via SFTP.

Integrate and extend with innovative services

Explore our comprehensive range of related, intuitive, web-based services.

Optimize your OTC derivatives portfolio by lowering the cost of monitoring them and reducing counterparty risk.

Calculate inputs, manage margin calls and resolve disputes.

Contact a TriOptima services expert

We’re here to help you configure our services to work for you.

Need technical support? Give us a call.

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