\ For SA-CCR

Our Capital, Funding & Risk Optimisation

A low touch, cross-asset class optimisation service targeting multiple risk measures simultaneously.


Central to reducing capital and funding risk exposures for OTC derivatives portfolios. Pivotal in reducing costs and increasing efficiency.

Powered by triBalance & triReduce



Optimisation of counterparty credit risk allows proactive management of capital and funding exposures for OTC derivatives portfolios.

Our easy to use solution enables you to address the key issues that drive the cost of maintaining a portfolio simultaneously:

  • Capital costs, driven by leverage ratio as well as standardised and internal model-driven Risk Weighted Assets (RWA) via SA-CCR and IMM
  • Funding costs – resulting from non-cleared margin and CCP IM
  • Gross exposures impacting G-SIB, balance sheet, and general housekeeping.


Our solution supports all major asset classes.


Book a Demo

Achieve optimal efficiency by joining our large and growing network of participating firms.

For over 20 years, our award-winning optimisation and compression services have attracted more than 200 regularly participating firms, forming the foundation for current and future optimisation offerings. Over 40 firms are already optimising counterparty credit risk (CCR) to reduce capital and/or funding exposures – driving cost savings up to $100 million per year for the industry.

We have been running monthly optimisation cycles proactively managing SA-CCR and RWA exposures, while simultaneously optimising Initial Margin, for nearly two years.

Due to strong industry demand, in the last 12 months our global network of market participants has grown by over 400% and participants have achieved capital relief in FX and Rates more than 40 times greater year on year.

Benefits of our
SA-CCR service

Support worldwide

Global presence with local expertise in New York, London, Stockholm, Singapore, Tokyo and 24/5 support.

Network of expertise

Over 20 years’ experience in post-trade optimisation with a fully developed network of participants.

Multilateral solution

Designed for maximum optimisation efficiency.

Web-based service

Be live in no time. No installation required and support from our expert team is available at no additional cost.

Trusted service

Our established process is underpinned by a robust legal framework and ISO 27001 certification since 2009TBC.


Reaping the margin and capital rewards of a counterparty risk mitigation service

Our panel of industry experts establish the key challenges faced within margin and capital optimisation and discuss:

  • How active management of margin and capital will benefit buy and sell side firms.
  • The use of new services to optimise margin and capital.
  • The key considerations for a buy side firm approaching the requirement to exchange IM.
  • Managing counterparty risk to improve RWA.
  • Why multiple aspects must be managed in parallel to reap the benefits of optimisation.

Watch now

Automated & low touch


Our simple, highly automated three step process leverages trusted third-party partnerships with best practice STP solutions to ensure scalable and efficient intraday optimisation.

1. Input


– Exposure data from customers and third parties

– Industry golden records.



2. Solution

Capital & IM

– Tolerances, adjustments and optimisation objectives submitted via API & GUI

– Proposal generated by triBalance



3. Output

Trade booking

– Leveraged market standard STP network via API or in-house trade booking scripts



4. Reduce


New trades offset and reduce:

– counterparty credit risk

– cost of funding IM

– the size of capital exposures


Innovation timeline


  • UMR rules introduced in September


  • FX IM optimisation
  • Rates IM optimisation
  • ForexClear CCP IM optimisation


  • STP trade booking
  • API for OSTTRA triBalance portal


  • Equity IM optimisation
  • Net daily offsetting compression


  • FX Capital/SA-CCR optimisation for Leverage Ratio and RWA


  • CCP IM Rates optimisation – LCH
  • Credit Index CCP & mortgage IM optimisation. Now supporting all UMR silos
  • Capital RWA – IMM FX


  • Capital/SA-CCR for Rates
  • SA-CCR Reconciliation
  • SwapAgent Rates


  • Rebalancing cycles to support ICE Clear Europe credit clearing closure
  • SwapAgent FX
  • Adapted for backloading
  • CCP IM Rates optimisation – CME

Contact our team of SA-CCR experts

To find out more about our end-to-end post-trade solutions, please share your details with a short message and we will get in touch with you soon.

Thank you

A member of our team will contact you.