\ For SA-CCR
Our Capital, Funding & Risk Optimisation
Central to reducing capital and funding risk exposures for OTC derivatives portfolios. Pivotal in reducing costs and increasing efficiency.
Powered by triBalance & triReduce
Our easy to use solution enables you to address the key issues that drive the cost of maintaining a portfolio simultaneously:
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.
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.
Our panel of industry experts establish the key challenges faced within margin and capital optimisation and discuss:
Our simple, highly automated three step process leverages trusted third-party partnerships with best practice STP solutions to ensure scalable and efficient intraday optimisation.
– Exposure data from customers and third parties
– Industry golden records.
– Tolerances, adjustments and optimisation objectives submitted via API & GUI
– Proposal generated by triBalance
– Leveraged market standard STP network via API or in-house trade booking scripts
New trades offset and reduce:
– counterparty credit risk
– cost of funding IM
– the size of capital exposures
Multilateral portfolio optimisation to mitigate counterparty credit risk and reduce the cost of Capital for SA-CCR/RWA and cost of funding Initial Margin, while freeing up collateral and reducing systemic risk.
Reduce operational risk and cost by lowering gross notional and eliminating line items.
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.
A member of our team will contact you.
