" " " "

triCalculate

High-performance XVA risk calculations, independent trade valuations and initial margin calculations for your OTC derivatives portfolio.

×

centralised, web-based XVA and valuation services

triCalculate is an innovative, cost-efficient service that helps our clients respond to new and evolving regulatory requirements and changes in international accounting standards.                  

triCalculate SIMMTM Sensitivities 

The triCalculate SIMM™ Sensitivities service helps simplify compliance to initial margin requirements by providing SIMM™ inputs in-line with the latest SIMM™ model, including delta, vega and curvature calculations. triCalculate goes on to use SIMM sensitivities to calculate pledgor and secured initial margin for every agreement name, alternatively the Scheduled (GRID) method is fully supported for product types more suited to this method. triCalculate supports a form of backtesting with extensive reporting for the SIMM™ initial margin model.

triCalculate XVA

Easily scalable, the triCalculate XVA service enables you to price, report and validate your XVA risk calculations, saving resources and increasing precision.

triCalculate eliminates the complexity of XVA by producing high-volume risk calculations including CVA, DVA, FVA, MVA, KVA, ColVA, and other capital-related calculations tailored specifically for your portfolio. In 2018, triCalculate was named Category Leader in the Chartis Research Technology Solutions for Credit Risk 2.0 Report.

triCalculate Valuation

The triCalculate valuation service provides truly independent and unbiased verification checks on your OTC derivatives trade valuations, calculated using independent market data.”

 

Key features

Conforms to best practice

Identify and price the impact of a counterparty default and the cost of funding a derivative portfolio.

Achieves compliance

Comply with regulatory and accounting developments such as IFRS and Basel III requirements.

Overcomes challenges

Calculate counterparty credit risk quickly and efficiently, with broad coverage of trade types across currencies, asset classes, data sources and business units.

Evolves with the market

Adapt to evolving market practices and conditions, without the need for new installations or updates.

100000

Monte Carlo paths as our standard

10

times more accurate than other installed software solutions

10

trillion calculations each and every second

Why choose triCalculate?

A trusted provider 

"triCalculate's web-based 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".

Risk Manager 
Italian Bank 

Award winning

TriOptima is consistently recognised as an industry leading business. Our most recent awards include:

Best Sell-Side Analytics Product
WatersTechnology

Best Buy-Side Pricing & Valuation Service
WatersTechnology

Category Leader - Credit Risk Technology
Chartis Research

RiskTech 100 Top 25 Global Risk Tech Vendor
Chartis Research

 

Case Studies

Learn about how we worked with bank clients to overcome their internal resource constraints and deliver transparent, dependable solutions.

triCalculate XVA case study

triCalculate Valuation case study

To discuss how triCalculate can help your business or to book a demo, please complete the form below;