TriOptima

TriOptima's triCalculate service provides centralised, web-based independent trade valuations and XVA risk calculations for OTC derivatives using transparent, consistent models across a range of asset classes and business units.
 

Products and services

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, and other capital-related calculations tailored specifically for your portfolio.

triCalculate Valuation: The triCalculate Valuation service provides truly independent and unbiased verification checks on your OTC derivatives trade valuations, calculated using NEX market data. triCalculate Valuation covers prices across asset classes and currencies, including vanilla and exotic products

triCalculate SIMM™ Sensitivities: Easy to integrate and requiring only your trade file, triCalculate produces SIMM™ inputs in-line with the latest SIMM™ model. Users can simplify compliance to the new initial margin requirements with SIMM™ sensitivities calculations from the easy-to-use, cost-effective triCalculate service.