Powered by OSTTRA triCalculate
Pay-as-you-go, transparent pricing model is more cost efficient and scalable than installed software options.
Quick and easy implementation, use an exisiting trade file to perform calculations.
Calculations can be configured at a batch level.
SFTP and API transfer of results are available.
Evolve with the Market
Immediate access to new functionality means no need for time-consuming, expensive upgrades.
We are ISO 27001 certified, the highest international standard for information security.
Upload your trade, credit and collateral agreement files to our secure website.
The OSTTRA triCalculate Valuation Analytics team interprets and standardises the data.
The team runs 100,000 simulations as standard and reviews the results with you.
Results are made available to users across your firm, including finance/treasury, risk management, quantitative research, valuation/product control and trading/XVA desks through our interactive GUI, sftp or API.
Whether you need to determine risk-adjusted pricing in your front office, produce fair value accounting figures, or generate XVA sensitivities for hedging purposes, OSTTRA triCalculate eliminates XVA complexity with high volume CVA, DVA, FVA, MVA, KVA and ColVA calculations.
Risk Manager, Regional Bank
To achieve compliance with regulatory and accounting developments such as Basel 3 and 4, market participants need to manage SA-CCR calculations with accuracy, speed, and ease.
They must understand the impact of SA-CCR on their capital requirements, and manage the significant calculation challenges that the regulations impose, including new add-ons; potential future exposure (PFE) and replacement cost (RC) that are required to calculate exposure at default (EAD).
We provide SA-CCR capital calculations and impact analysis for OTC derivatives portfolios. Working with our global valuation analytics team, you can onboard quickly and easily and, using your existing trade record file, you can start to receive SA-CCR results.
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.