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.
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.
