10 October 2019
TriOptima successfully completed the first multilateral optimization of commodity SIMM IM exposures between major dealers within triBalance’s industry leading network. This represents the first optimization cycle across both the FX and commodities exposure silos simultaneously, using FX and Gold NDFs.
triBalance simplifies and reduces counterparty exposures across Rates, FX and Equity risk classes. The inclusion of commodity exposures further increases the overall IM optimization efficiency, providing the market with a comprehensive tool to optimize SIMM exposures.