triBalance takes the next step in portfolio optimisation by innovating a trusted, simple, uniform process for reducing the cost of funding initial margin, as well as managing your portfolio risk and counterparty exposure. As more firms come into scope for uncleared margin rules and more asset classes are optimised, the value of working with a trusted, simple and uniform process is crucial to achieve scalability without increasing resources.
If your firm is adapting to uncleared margin rules, triBalance can help.
Specific sets of risk-reducing trades rebalance your counterparty exposures while keeping your portfolio market risk neutral.
The service is live for optimising SIMM IM exposures in FX, Interest Rate, Equity and Commodity risk classes across cleared and uncleared portfolios.
The graphics below illustrate how your portfolio counterparty exposures can be smoothed out and reduced using triBalance.
Counterparty risk before triBalance
Counterparty risk after triBalance
A robust legal framework for bulk execution of optimisation via SEF ensures execution certainty by delivering rebalancing trades directly to the correct entities and trading books.
Easy to Use
Our automated process is proven and consistent. Sensitivities can be received directly from the AcadiaSoft Access Platform. Our client managers are available for onboarding and support.
We reduce contagion and systemic risk as well as capital and funding costs. This enables more efficient use of operational resources.
Voters in the FTF News Technology Innovation Awards 2018 picked triBalance as the Best New Post-Trade Solution. For details, read our Q&A with FTF News about how triBalance helps firms grapple with multilateral rebalancing of
counterparty risk exposures.