triCalculate

XVA calculations

Calculate valuation adjustments across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.

Save resources and increase precision

Our centralized triCalculate service provides XVA risk calculations for OTC derivatives using transparent, consistent models across a range of trade types, asset classes and business units. Run various pre-deal scenarios to understand the incremental XVA costs of adding or removing one or more trades to a netting set and make quick decisions on the optimal netting set for new trades. Get truly independent and unbiased verification checks on your OTC derivatives valuation adjustments, calculated using independent market data.

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Accurately simulate expected costs

Use diagnostic tools—including cash flow analysis, expected exposure profiles and expected initial margin profiles—to understand your XVAs. Our service is implemented on state-of-the-art GPU hardware using 100,000 Monte Carlo paths as our standard. Measure incremental XVA on multiple trades and netting sets seamlessly in our GUI. Full modelling documentation is available and our Customer Support Valuation Analyst team provides 24/5 assistance helping you map trades, manage runs, interpret data or customize our service for your portfolio.

triResolve Margin

Initial margin compliance

Calculate inputs, manage margin calls and resolve disputes.

Features and benefits

Cost effective

Transparent pricing model is pay-as-you-go with no onboarding fee.

Rapid onboarding

Quick and easy implementation in under 30 days.

Flexible

Calculations can be configured at a batch level.

Seamless connectivity

SFTP and API transfer of results are available.

Secure

TriOptima is ISO 27001 certified, the highest international standard for information security.

Centralized and scalable

Leverage a hosted service with no hardware or software requirements.

How it works

1

Upload trade file

Upload your trade, credit and collateral agreement files to our secure website.

2

Valuations and simulations

The triCalculate Valuation Analytics team interprets and standardizes the data and reviews the results with you.

3

Results are generated

Results are made available to users across your firm, including finance/treasury, risk management, quantitative research, valuation/product control and trading/XVA desks.

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.

CME Group is the world's leading and most diverse 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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