TriOptima completes first triBalance SIMM commodity optimization

10 October 2019
8:45 AM


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 enables firms to continuously optimize their UMR counterparty exposures, lowering systemic risk as well as the cost of running an uncleared derivatives portfolio. We are excited to broaden the triBalance offering by including gold exposures in our weekly optimization cycles.”
 Michael Modlock, Global Head of Sales and Relationship Management, triReduce


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.