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

 

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.

Features & benefits

 

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.

Scalable & reliable

Low touch, and consistent while maintaining market risk neutrality.

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.

High-performance, web-based counterparty credit risk analytics.

 

Banks need to continually monitor the impact of SA-CCR on their capital requirements and manage the data and calculation challenges it imposes. Our valuation analyst team can help with calculating SA-CCR or by providing a benchmark to your own calculation with 24/5 assistance, customised to your data availability.

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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

 

Data
submission

Exposure data from customers and third parties

Industry golden records.

 

 

2. Solution

 

Capital & IM
optimisation

Tolerances, adjustments and optimisation objectives submitted via API & GUI

Proposal generated by triBalance

 

 

3. Output

 

Trade booking
/ STP

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

 

 

4. Reduce

 

Risk
reduced

New trades offset and reduce:

  • counterparty credit risk
  • cost of funding IM
  • the size of capital exposures

 

Innovation timeline

2016

September: UMR rules introduced

2017

January: FX IM optimisation
February: FX offsetting (CEM SLR)
May: Rates IM optimisation
June: CCP IM opt FX IM optimisation Commodities

2018

April: API
October: STP

2019

January: Equity IM optimisation

2020

October: FX SA-CCR for Leverage Ratio and RWA

2021

April: IMM RWA FX
February: CCP IM optimisation rates
Q4: IM optimisation credit supporting all UMR silos

2022

Q1: Rates SA-CCR
Equity and Credit SA-CCR
Q2: Optimisation of RWA capital exposures for banks using IMM (advanced RWA model)
Webinar Recording

Optimising your business
under the SA-CCR

Listen to our panel of experts as they consider the new regulations and what they mean for participants in the OTC derivatives market and take a closer look at the solutions available for proactive optimisation of SA-CCR.

 

Watch Now

Contact a SA-CCR optimisation expert

 

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