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.
More efficiently calculate initial margin requirements
Calculate trade sensitivities and initial margin using triCalculate. Compare results from the GRID and SIMM calculation method, identify and prioritize counterparties with high expected IM and anticipate IM costs using our Analytics tool. Easy to integrate and requiring only your trade file, triCalculate produces SIMM™ inputs in-line with the latest SIMM™ model. You also get direct connectivity to IM Exposure Manager, triResolve Margin and 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.
Related Offerings
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.
