Maximize reduction of gross notional across LIBOR swaps and the alternative benchmark
Convert remainder of LIBOR swap exposure to the alternative benchmark
Will be available to all market participants in 2020
Participants retain complete control of their market risk
A single unified process
Preserves CCP cash flow neutrality
Expandable to all IBORS and CCPs
Deep liquidity pool, proven process and established connectivity to CCPs and market infrastructure
Can support multiple benchmarks and term rates, as required
Vikash Rughani, business manager at triReduce and triBalance, outlines a new approach enabling buy and sell-side participants to optimise the transition of legacy Libor OTC swaps contracts to alternative reference rates.
For more information, or to discuss how TriOptima can help, please complete the form below.
Regulations Asia - Outstanding Project of the Year
for Benchmark Conversion, triReduce
FOW Awards - Best New Product: Post Trade
for Benchmark Conversion