triCalculate

Initial margin calculations, trade valuations and XVA

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

Respond to new and evolving regulatory requirements, and changes in international accounting standards, using triCalculate. Efficient SIMM™ Sensitivities and IM analytics provide crucial insight for initial margin compliance, and connect seamlessly to our automated margin solution. The triCalculate XVA service enables you to price, report and validate your XVA risk calculations, saving resources and increasing precision.

Monte Carlo paths as our standard

100,000


Than other installed software programs

10 times more accurate


Calculations each and every second

10 trillion

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Centralized, web-based, cost-efficient solutions

Easy to integrate and requiring only your trade file, triCalculate can calculate your trade sensitivities, run back-testing, calculate your initial margin and help you to prioritize your in-scope counterparties. And you get direct connectivity to Acadia IM Exposure Manager, triResolve Margin and other collateral management systems.

triResolve Margin

Initial margin compliance

Calculate inputs, manage margin calls and resolve disputes.

The triCalculate SIMM™ sensitivities service helps simplify compliance to initial margin requirements by providing SIMM™ inputs in line with the latest model, including delta, vega and curvature calculations.

Use For:

Initial margin requirements

SIMM™ sensitivities

IM analytics

Reduce notional outstandings and line items, while minimizing operational resources and risks. Lower regulatory capital and manage cleared and non-cleared OTC derivatives across rates, FX, credit and commodity asset classes.

Use For:

XVA calculations

MVA calculations

Trade valuations

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 to easily adapt to changes.

Seamless connectivity

Sends you SIMM™ file directly to the Acadia 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.

“CME Group’s XVA and valuation service is both fully comprehensive and intuitive. In addition, the valuation analytics team are always available. I am impressed with the level of service and competency of this team.

– Collateral Manager, Bank of Ireland

Integrate and extend with innovative services

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

Manage your counterparty credit risk and ensure regulatory compliance in one place, on one platform.

Calculate inputs, manage margin calls and resolve disputes.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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